Results 81 to 90 of about 9,702 (209)

Gerber-Shiu functionals at Parisian ruin for L��vy insurance risk processes

, 2014
Inspired by works of Landriault et al. \cite{LRZ-0, LRZ}, we study discounted penalties at ruin for surplus dynamics driven by a spectrally negative L vy process with Parisian implementation delays. To be specific, we study the so-called Gerber-Shiu functional for a ruin model where at each time the surplus process goes negative, an independent ...
Baurdoux, E. J., Pardo, J. C., Pérez, J. L., Renaud, J. -F.   +3 more
openaire   +2 more sources

The Non-Coding RNA Journal Club: Highlights on Recent Papers-12. [PDF]

Noncoding RNA, 2023
Shiu PKT, Ilieva M, Holm A, Uchida S, DiStefano JK, Bronisz A, Yang L, Asahi Y, Goel A, Yang L, Nuthanakanti A, Serganov A, Alahari SK, Lin C, Pardini B, Naccarati A, Jin J, Armanios B, Zhong XB, Sideris N, Bayraktar S, Castellano L, Gerber AP, Lin H, Conn SJ, Sleem DMM, Timmons L.   +26 more
europepmc   +1 more source

Upside and downside correlated jump risk premia of currency options and expected returns. [PDF]

Financ Innov, 2023
He JC, Chang HH, Chen TF, Lin SK.
europepmc   +1 more source

Ruin Analysis on a New Risk Model with Stochastic Premiums and Dependence Based on Time Series for Count Random Variables. [PDF]

Entropy (Basel), 2023
Guan L, Wang X.
europepmc   +1 more source

Growth factors and mechano-regulated reciprocal crosstalk with extracellular matrix tune the keratocyte-fibroblast/myofibroblast transition. [PDF]

Sci Rep, 2023
Pot SA, Lin Z, Shiu J, Benn MC, Vogel V.
europepmc   +1 more source

Nanoconfinement of microvilli alters gene expression and boosts T cell activation. [PDF]

Proc Natl Acad Sci U S A, 2021
Aramesh M, Stoycheva D, Sandu I, Ihle SJ, Zünd T, Shiu JY, Forró C, Asghari M, Bernero M, Lickert S, Oxenius A, Vogel V, Klotzsch E.   +12 more
europepmc   +1 more source

Regulation of regeneration in Arabidopsis thaliana. [PDF]

aBIOTECH, 2023
Islam MK, Mummadi ST, Liu S, Wei H.
europepmc   +1 more source

Risk-Sensitive Dividend Problems

, 2014
We consider a discrete-time version of the popular optimal dividend pay-out problem in risk theory. The novel aspect of our approach is that we allow for a risk averse insurer, i.e., instead of maximising the expected discounted dividends until ruin we ...
Bäuerle, Nicole, Jaśkiewicz, Anna
core   +1 more source

The Gerber-Shiu function in the perturbed compound Poisson Gamma Omega model with a dividend barrier

, 2018
In this paper, the perturbed compound Poisson Gamma Omega model with a barrier dividend strategy is studied. Using the strong Markov property and Taylor formula, the integro-differential equations for the Gerber-Shiu expected discounted penalty functions
Zhongqin Gao
semanticscholar   +1 more source

RGS14 limits seizure-induced mitochondrial oxidative stress and pathology in hippocampus. [PDF]

Neurobiol Dis, 2023
Harbin NH, Lustberg DJ, Hurst C, Pare J, Crotty KM, Waters AL, Yeligar SM, Smith Y, Seyfried NT, Weinshenker D, Hepler JR.   +10 more
europepmc   +1 more source