Nanoconfinement of microvilli alters gene expression and boosts T cell activation. [PDF]
Proc Natl Acad Sci U S A, 2021 Aramesh M +12 more
europepmc +1 more source
Ruin probability and Gerber-Shiu function for the discrete time risk model with inhomogeneous claims. [PDF]
, 2012 In this thesis, the discrete time risk model with inhomogeneous claims is considered. This model is used for describing the insurer‘s capital and its components: initial capital, premiums received, and claims paid.
Bieliauskienė, Eugenija,
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Bankroto tikimybė ir Gerber-Shiu funkcija diskretaus laiko rizikos modeliui su skirtingai pasiskirsčiusiomis žalomis. [PDF]
, 2012 In this thesis, the discrete time risk model with inhomogeneous claims is considered. This model is used for describing the insurer‘s capital and its components: initial capital, premiums received, and claims paid.
Bieliauskienė, Eugenija,
core
A numerical method for the expected penalty–reward function in a Markov-modulated jump–diffusion process. [PDF]
A generalization of the Cramér–Lundberg risk model perturbed by a diffusion is proposed. Aggregate claims of an insurer follow a compound Poisson process and premiums are collected at a constant rate with additional random fluctuation.
Usábel, Miguel A., Diko, Peter
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RGS14 limits seizure-induced mitochondrial oxidative stress and pathology in hippocampus. [PDF]
Neurobiol Dis, 2023 Harbin NH +10 more
europepmc +1 more source
Mouse splenocyte enrichment strategies via negative selection for broadened single-cell transcriptomics. [PDF]
STAR Protoc, 2022 Schulze TT +3 more
europepmc +1 more source
The Gerber-Shiu discounted penalty function in the stationary renewal risk model [PDF]
, 2002 ISBN 0734028911 research paper no. 102The discounted penalty function introduced by Gerber and Shiu (1998) is considered in the stationary renewal risk model, where it is expressed in terms of the same discounted penalty function in the ordinary renewal ...
Dickson, David C. M., Willmot, Gordon E.
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, 2007 In this paper, we consider the classical surplus process with interest and a constant dividend barrier. Under constant interest, we derive an integro-differential equation for the Gerber-Shiu expected discounted penalty function. Following an idea of Lin,
Wang, G, Li, WK, Yuen, KC
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Estimating the Gerber-Shiu Function in a Compound Poisson Risk Model with Stochastic Premium Income
, 2019 In this paper, we consider the compound Poisson risk model with stochastic premium income. We propose a new estimation of Gerber-Shiu function by an efficient method: Fourier-cosine series expansion.
Yunyun Wang, Yujuan Huang, Wenguang Yu
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The Gerber-Shiu expected discounted penalty function: an application to poverty trapping
Scandinavian Actuarial Journal45 ...
openaire +2 more sources