Results 31 to 40 of about 11,882,853 (287)
Numerical Method for a Perturbed Risk Model with Proportional Investment
Mathematics, 2022 In this paper, we study the perturbed risk model with a threshold dividend strategy and proportional investment. The insurance companies are allowed to invest their surplus in a financial market consisting of a risk-free asset and a risky asset in fixed ...
Chunwei Wang, Naidan Deng, Silian Shen
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On differentiability of ruin functions under Markov-modulated models
Stochastic Processes and their Applications, 2009 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yang, H, Zhu, J
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Journal of Applied Mathematics, 2013 Based on characteristics of the nonlife joint-stock insurance company, this paper presents a compound binomial risk model that randomizes the premium income on unit time and sets the threshold for paying dividends to shareholders.
Xiong Wang, Lei He
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The Perturbed Dual Risk Model with Constant Interest and a Threshold Dividend Strategy
Abstract and Applied Analysis, 2013 We consider the perturbed dual risk model with constant interest and a threshold dividend strategy. Firstly, we investigate the moment-generation function of the present value of total dividends until ruin.
Fanzi Zeng, Jisheng Xu
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Company Value with Ruin Constraint in Lundberg Models
Risks, 2018 In this note we study the problem of company values with a ruin constraint in classical continuous time Lundberg models. For this, we adapt the methods and results for discrete de Finetti models to time and state continuous Lundberg models.
Christian Hipp
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Discrete Dynamics in Nature and Society, 2012 We consider the dynamic proportional reinsurance in a two-dimensional compound Poisson risk model. The optimization in the sense of minimizing the ruin probability which is defined by the sum of subportfolio is being ruined.
Yan Li, Guoxin Liu
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Logarithmic Asymptotics for Probability of Component-Wise Ruin in a Two-Dimensional Brownian Model
Risks, 2019 We consider a two-dimensional ruin problem where the surplus process of business lines is modelled by a two-dimensional correlated Brownian motion with drift.
Krzysztof Dȩbicki +2 more
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Gerber–Shiu Function in a Class of Delayed and Perturbed Risk Model with Dependence
Risks, 2020 This paper considers the risk model perturbed by a diffusion process with a time delay in the arrival of the first two claims and takes into account dependence between claim amounts and the claim inter-occurrence times.
Franck Adékambi, Essodina Takouda
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Alveolar soft part sarcoma (ASPS) is a rare soft tissue sarcoma occurring most commonly in adolescence and young adulthood. Methods We present the clinical characteristics, treatments, and outcomes of patients with newly diagnosed ASPS enrolled on the Children's Oncology Group study ARST0332.
Jacquelyn N. Crane +11 more
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The risk model with stochastic premiums, dependence and a threshold dividend strategy
Modern Stochastics: Theory and Applications, 2017 The paper deals with a generalization of the risk model with stochastic premiums where dependence structures between claim sizes and inter-claim times as well as premium sizes and inter-premium times are modeled by Farlie–Gumbel–Morgenstern copulas.
Olena Ragulina
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