Results 121 to 130 of about 2,757,858 (161)

Fourier-cosine method for Gerber–Shiu functions [PDF]

Insurance: Mathematics and Economics, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
S C P Yam
exaly   +7 more sources

Fourier-Cosine Method for Finite-Time Gerber--Shiu Functions [PDF]

SIAM Journal of Scientific Computing, 2021
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sheung Chi Phillip Yam, Hailiang Yang
exaly   +4 more sources

The Gerber–Shiu discounted penalty functions for a risk model with two classes of claims [PDF]

Journal of Computational and Applied Mathematics, 2009
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Hu Yang, Zhimin Zhang, Shuanming Li
exaly   +4 more sources

Optimal reinsurance for Gerber–Shiu functions in the Cramér–Lundberg model [PDF]

Insurance: Mathematics and Economics, 2019
Complementing existing results on minimal ruin probabilities, we minimize expected discounted penalty functions (or Gerber-Shiu functions) in a Cramer-Lundberg model by choosing optimal reinsurance. Reinsurance strategies are modelled as time dependant control functions, which leads to a setting from the theory of optimal stochastic control and ...
Stefan Thonhauser
exaly   +3 more sources

Gerber–Shiu analysis with two-sided acceptable levels

Journal of Computational and Applied Mathematics, 2017
In this paper, insurer’s surplus process moved within upper and lower levels is analyzed. To this end, a truncated type of Gerber–Shiu function is proposed by further incorporating the minimum and the maximum surplus before ruin into the existing ones (e.
Ran Xu, Hailiang Yang, Jae-Kyung Woo
exaly   +2 more sources

Asymptotically Normal Estimators of the Gerber-Shiu Function in Classical Insurance Risk Model

Mathematics, 2020
Nonparametric estimation of the Gerber-Shiu function is a popular topic in insurance risk theory. Zhang and Su (2018) proposed a novel method for estimating the Gerber-Shiu function in classical insurance risk model by Laguerre series expansion based on ...
Wenguang Yu
exaly   +2 more sources

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On the generalized Gerber–Shiu function for surplus processes with interest

Insurance: Mathematics and Economics, 2013
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Shuanming Li
exaly   +2 more sources

The Gerber–Shiu penalty functions for two classes of renewal risk processes

Journal of Computational and Applied Mathematics, 2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lanpeng Ji
exaly   +4 more sources

The Gerber–Shiu function and the generalized Cramér–Lundberg model

Applied Mathematics and Computation, 2011
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Chantal Labbé, Hristo S. Sendov, Kristina P. Sendova   +2 more
openaire   +2 more sources