Results 71 to 80 of about 2,757,858 (161)
Un procedimento di risoluzione dell’equazione integro-differenziale di Gerber-Shiu
, 2006 Nell’ambito del modello classico della teoria del Rischio, con un processo dei sinistri poissoniano, troviamo una soluzione analitica dell’equazione integro-differenziale di Gerber-Shiu nell’ipotesi in cui la distribuzione delle somme a rischio sia una ...
PIETROLUONGO M., CARLEO, Alessandra
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In this paper, we propose a new efficient method for calculating the Gerber-Shiu discounted penalty function. Generally, the Gerber-Shiu function usually satisfies a class of integro-differential equation.
Zhang, Lianzeng, Yu, Zan
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An algebraic operator approach to the analysis of Gerber-Shiu functions
We introduce an algebraic operator framework to study discounted penalty functions in renewal risk models. For inter-arrival and claim size distributions with rational Laplace transform, the usual integral equation is transformed into a boundary value ...
Regensburger, Georg +4 more
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The distribution of some extremum on the risk process whose income depend on the current reserve. [PDF]
Springerplus, 2016 He J, Liu Z, Zhang W.
europepmc +1 more source
The analysis of the Gerber-Shiu discounted penalty function
, 2011 The Gerber-Shiu discounted penalty function was the main object of investigations in the thesis. This function is very effective tool in modelling activity of insurance company, because it describes the expectation of the present value of a future bankruptcy.
openaire +1 more source
Gerber-Shiu diskontuotos baudos funkcijos tyrimas. [PDF]
, 2011 The Gerber-Shiu discounted penalty function was the main object of investigations in the thesis. This function is very effective tool in modelling activity of insurance company, because it describes the expectation of the present value of a future ...
Kočetova, Jelena,
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On the distribution of cash-flows using Esscher transforms. [PDF]
In their seminal paper, Gerber and Shiu (1994) introduced the concept of the Esscher transform for option pricing. As examples they considered the shifted Poisson process, the random walk, a shifted gamma process and a shifted inverse Gaussian process to
Goovaerts, Marc +4 more
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Approximation methods for piecewise deterministic Markov processes and their costs. [PDF]
Scand Actuar J, 2019 Kritzer P +3 more
europepmc +1 more source
Spatial confinement downsizes the inflammatory response of macrophages. [PDF]
Nat Mater, 2018 Jain N, Vogel V.
europepmc +1 more source
A constraint-free approach to optimal reinsurance
, 2016 Reinsurance is available for a reinsurance premium that is determined according to a convex premium principle H. The first insurer selects the reinsurance coverage that maximizes his expected utility. No conditions are imposed on the reinsurer’s payment.
Gerber, HU, Yang, H, Shiu, ESW
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