Статті в журналах з теми "The Craér-Lundberg risk model"
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Albrecher, Hansjörg, Sem C. Borst, Onno J. Boxma, and Jacques Resing. "Ruin excursions, the G/G/∞ queue, and tax payments in renewal risk models." Journal of Applied Probability 48, A (August 2011): 3–14. http://dx.doi.org/10.1017/s0021900200099083.
Повний текст джерелаAlbrecher, Hansjörg, Sem C. Borst, Onno J. Boxma, and Jacques Resing. "Ruin excursions, the G/G/∞ queue, and tax payments in renewal risk models." Journal of Applied Probability 48, A (August 2011): 3–14. http://dx.doi.org/10.1239/jap/1318940451.
Повний текст джерелаYuen, Kam C., Junyi Guo, and Kai W. Ng. "On Ultimate Ruin in a Delayed-Claims Risk Model." Journal of Applied Probability 42, no. 01 (March 2005): 163–74. http://dx.doi.org/10.1017/s0021900200000139.
Повний текст джерелаYuen, Kam C., Junyi Guo, and Kai W. Ng. "On Ultimate Ruin in a Delayed-Claims Risk Model." Journal of Applied Probability 42, no. 1 (March 2005): 163–74. http://dx.doi.org/10.1239/jap/1110381378.
Повний текст джерелаSchmidli, Hanspeter. "Lundberg inequalities for a Cox model with a piecewise constant intensity." Journal of Applied Probability 33, no. 1 (March 1996): 196–210. http://dx.doi.org/10.2307/3215277.
Повний текст джерелаSchmidli, Hanspeter. "Lundberg inequalities for a Cox model with a piecewise constant intensity." Journal of Applied Probability 33, no. 01 (March 1996): 196–210. http://dx.doi.org/10.1017/s0021900200103857.
Повний текст джерелаMinkova, Leda D. "The Pólya-Aeppli process and ruin problems." Journal of Applied Mathematics and Stochastic Analysis 2004, no. 3 (January 1, 2004): 221–34. http://dx.doi.org/10.1155/s1048953304309032.
Повний текст джерелаRodríguez-Martínez, Eugenio V., Rui M. R. Cardoso, and Alfredo D. Egídio dos Reis. "SOME ADVANCES ON THE ERLANG(n) DUAL RISK MODEL." ASTIN Bulletin 45, no. 1 (August 27, 2014): 127–50. http://dx.doi.org/10.1017/asb.2014.19.
Повний текст джерелаCossette, Hélène, Etienne Marceau, and Véronique Maume-Deschamps. "Discrete-Time Risk Models Based on Time Series for Count Random Variables." ASTIN Bulletin 40, no. 1 (May 2010): 123–50. http://dx.doi.org/10.2143/ast.40.1.2049221.
Повний текст джерелаLi, Yan, and Guoxin Liu. "Dynamic Proportional Reinsurance and Approximations for Ruin Probabilities in the Two-Dimensional Compound Poisson Risk Model." Discrete Dynamics in Nature and Society 2012 (2012): 1–26. http://dx.doi.org/10.1155/2012/802518.
Повний текст джерелаAndrulytė, Ieva Marija, Emilija Bernackaitė, Dominyka Kievinaitė, and Jonas Šiaulys. "A Lundberg-type inequality for an inhomogeneous renewal risk model." Modern Stochastics: Theory and Applications 2, no. 2 (July 31, 2015): 173–84. http://dx.doi.org/10.15559/15-vmsta30.
Повний текст джерелаDelsing, Guusje, and Michel Mandjes. "A transient Cramér–Lundberg model with applications to credit risk." Journal of Applied Probability 58, no. 3 (September 2021): 721–45. http://dx.doi.org/10.1017/jpr.2020.114.
Повний текст джерелаHuang, Yujuan, and Wenguang Yu. "Studies on a Double Poisson-Geometric Insurance Risk Model with Interference." Discrete Dynamics in Nature and Society 2013 (2013): 1–8. http://dx.doi.org/10.1155/2013/128796.
Повний текст джерелаJordanova, Pavlina K., and Milan Stehlík. "On multivariate modifications of Cramer–Lundberg risk model with constant intensities." Stochastic Analysis and Applications 36, no. 5 (May 31, 2018): 858–82. http://dx.doi.org/10.1080/07362994.2018.1471403.
Повний текст джерелаSchmidli, Hanspeter. "Estimation of the Lundberg coefficient for a Markov modulated risk model." Scandinavian Actuarial Journal 1997, no. 1 (January 1997): 48–57. http://dx.doi.org/10.1080/03461238.1997.10413977.
Повний текст джерелаAlbrecher, Hansjörg, Jean-François Renaud, and Xiaowen Zhou. "A Lévy Insurance Risk Process with Tax." Journal of Applied Probability 45, no. 02 (June 2008): 363–75. http://dx.doi.org/10.1017/s0021900200004289.
Повний текст джерелаAlbrecher, Hansjörg, Jean-François Renaud, and Xiaowen Zhou. "A Lévy Insurance Risk Process with Tax." Journal of Applied Probability 45, no. 2 (June 2008): 363–75. http://dx.doi.org/10.1239/jap/1214950353.
Повний текст джерелаChan, Gary K. C., and Hailiang Yang. "UPPER BOUNDS FOR RUIN PROBABILITY UNDER TIME SERIES MODELS." Probability in the Engineering and Informational Sciences 20, no. 3 (June 1, 2006): 529–42. http://dx.doi.org/10.1017/s0269964806060323.
Повний текст джерелаLi, Yan, and Guoxin Liu. "Optimal Dividend and Capital Injection Strategies in the Cramér-Lundberg Risk Model." Mathematical Problems in Engineering 2015 (2015): 1–16. http://dx.doi.org/10.1155/2015/439537.
Повний текст джерелаNg, Andrew C. Y. "On the Upcrossing and Downcrossing Probabilities of a Dual Risk Model With Phase-Type Gains." ASTIN Bulletin 40, no. 1 (May 2010): 281–306. http://dx.doi.org/10.2143/ast.40.1.2049230.
Повний текст джерелаKuras, Tautvydas, Jonas Sprindys, and Jonas Šiaulys. "Martingale Approach to Derive Lundberg-Type Inequalities." Mathematics 8, no. 10 (October 11, 2020): 1742. http://dx.doi.org/10.3390/math8101742.
Повний текст джерелаLiang, Xiaoqing, and Virginia R. Young. "Discounted probability of exponential parisian ruin: Diffusion approximation." Journal of Applied Probability 59, no. 1 (February 18, 2022): 17–37. http://dx.doi.org/10.1017/jpr.2021.36.
Повний текст джерелаKartashov, M. V., and V. V. Golomozyĭ. "Some inequalities for the risk function in the time and space nonhomogeneous Cramér–Lundberg risk model." Theory of Probability and Mathematical Statistics 98 (August 19, 2019): 243–54. http://dx.doi.org/10.1090/tpms/1074.
Повний текст джерелаRomera, R., and W. Runggaldier. "Ruin Probabilities in a Finite-Horizon Risk Model with Investment and Reinsurance." Journal of Applied Probability 49, no. 04 (December 2012): 954–66. http://dx.doi.org/10.1017/s0021900200012808.
Повний текст джерелаRomera, R., and W. Runggaldier. "Ruin Probabilities in a Finite-Horizon Risk Model with Investment and Reinsurance." Journal of Applied Probability 49, no. 4 (December 2012): 954–66. http://dx.doi.org/10.1239/jap/1354716650.
Повний текст джерелаBoxma, Onno J., Esther Frostig, and David Perry. "A reinsurance risk model with a threshold coverage policy: the Gerber–Shiu penalty function." Journal of Applied Probability 54, no. 1 (March 2017): 267–85. http://dx.doi.org/10.1017/jpr.2016.99.
Повний текст джерелаMalinovskii, Vsevolod K. "Improved asymptotic upper bounds on the ruin capital in the Lundberg model of risk." Insurance: Mathematics and Economics 55 (March 2014): 301–9. http://dx.doi.org/10.1016/j.insmatheco.2013.12.004.
Повний текст джерелаNg, Andrew C. Y., and Hailiang Yang. "Lundberg-type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin under a Markov-modulated Risk Model." ASTIN Bulletin 35, no. 02 (November 2005): 351–61. http://dx.doi.org/10.2143/ast.35.2.2003457.
Повний текст джерелаNg, Andrew C. Y., and Hailiang Yang. "Lundberg-type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin under a Markov-modulated Risk Model." ASTIN Bulletin 35, no. 2 (November 2005): 351–61. http://dx.doi.org/10.1017/s0515036100014288.
Повний текст джерелаAvram, Florin, Andras Horváth, Serge Provost, and Ulyses Solon. "On the Padé and Laguerre–Tricomi–Weeks Moments Based Approximations of the Scale Function W and of the Optimal Dividends Barrier for Spectrally Negative Lévy Risk Processes." Risks 7, no. 4 (December 11, 2019): 121. http://dx.doi.org/10.3390/risks7040121.
Повний текст джерелаFang, Ying, and Zhongfeng Qu. "Optimal Dividend and Capital Injection Strategies for a Risk Model under Force of Interest." Mathematical Problems in Engineering 2013 (2013): 1–8. http://dx.doi.org/10.1155/2013/750547.
Повний текст джерелаABDERRAHIM, EL ATTAR, EL HACHLOUFI MOSTAFA, and GUENNOUN ZINE EL ABIDINE. "AN INCLUSIVE CRITERION FOR AN OPTIMAL CHOICE OF REINSURANCE." Annals of Financial Economics 12, no. 04 (December 2017): 1750018. http://dx.doi.org/10.1142/s201049521750018x.
Повний текст джерелаJi, Lanpeng, and Chunsheng Zhang. "Analysis of the multiple roots of the Lundberg fundamental equation in the PH (n) risk model." Applied Stochastic Models in Business and Industry 28, no. 1 (April 19, 2011): 73–90. http://dx.doi.org/10.1002/asmb.899.
Повний текст джерелаKyprianou, Andreas E., and Curdin Ott. "Spectrally Negative Lévy Processes Perturbed by Functionals of their Running Supremum." Journal of Applied Probability 49, no. 4 (December 2012): 1005–14. http://dx.doi.org/10.1239/jap/1354716654.
Повний текст джерелаOsatakul, Dhiti, and Xueyuan Wu. "Discrete-Time Risk Models with Claim Correlated Premiums in a Markovian Environment." Risks 9, no. 1 (January 14, 2021): 26. http://dx.doi.org/10.3390/risks9010026.
Повний текст джерелаKyprianou, Andreas E., and Curdin Ott. "Spectrally Negative Lévy Processes Perturbed by Functionals of their Running Supremum." Journal of Applied Probability 49, no. 04 (December 2012): 1005–14. http://dx.doi.org/10.1017/s0021900200012845.
Повний текст джерелаKasumo, Christian, Juma Kasozi, and Dmitry Kuznetsov. "On Minimizing the Ultimate Ruin Probability of an Insurer by Reinsurance." Journal of Applied Mathematics 2018 (2018): 1–11. http://dx.doi.org/10.1155/2018/9180780.
Повний текст джерелаPotocký, Rastislav, and Milan Stehlík. "Statistical analysis of mixtures underlying probability of ruin." Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis 57, no. 6 (2009): 209–14. http://dx.doi.org/10.11118/actaun200957060209.
Повний текст джерелаAsmussen, Soren, Florin Avram, and Miguel Usabel. "Erlangian Approximations for Finite-Horizon Ruin Probabilities." ASTIN Bulletin 32, no. 2 (November 2002): 267–81. http://dx.doi.org/10.2143/ast.32.2.1029.
Повний текст джерелаAlbrecher, Hansjörg, Jürgen Hartinger, and Stefan Thonhauser. "On Exact Solutions for Dividend Strategies of Threshold and Linear Barrier Type in a Sparre Andersen Model." ASTIN Bulletin 37, no. 02 (November 2007): 203–33. http://dx.doi.org/10.2143/ast.37.2.2024065.
Повний текст джерелаAlbrecher, Hansjörg, Jürgen Hartinger, and Stefan Thonhauser. "On Exact Solutions for Dividend Strategies of Threshold and Linear Barrier Type in a Sparre Andersen Model." ASTIN Bulletin 37, no. 2 (November 2007): 203–33. http://dx.doi.org/10.1017/s0515036100014847.
Повний текст джерелаChoi, Michael C. H., and Eric C. K. Cheung. "On the expected discounted dividends in the Cramér–Lundberg risk model with more frequent ruin monitoring than dividend decisions." Insurance: Mathematics and Economics 59 (November 2014): 121–32. http://dx.doi.org/10.1016/j.insmatheco.2014.08.009.
Повний текст джерелаYang, Peng. "Optimal Reinsurance-Investment Problem under Mean-Variance Criterion with n Risky Assets." Discrete Dynamics in Nature and Society 2020 (June 1, 2020): 1–16. http://dx.doi.org/10.1155/2020/6489532.
Повний текст джерелаBrachetta, Matteo, and Claudia Ceci. "Optimal Reinsurance Problem under Fixed Cost and Exponential Preferences." Mathematics 9, no. 4 (February 3, 2021): 295. http://dx.doi.org/10.3390/math9040295.
Повний текст джерелаYiou, Pascal, and Nicolas Viovy. "Modelling forest ruin due to climate hazards." Earth System Dynamics 12, no. 3 (September 21, 2021): 997–1013. http://dx.doi.org/10.5194/esd-12-997-2021.
Повний текст джерелаAfonso, Lourdes B., Rui M. R. Cardoso, Alfredo D. Egídio dos Reis, and Gracinda Rita Guerreiro. "MEASURING THE IMPACT OF A BONUS-MALUS SYSTEM IN FINITE AND CONTINUOUS TIME RUIN PROBABILITIES FOR LARGE PORTFOLIOS IN MOTOR INSURANCE." ASTIN Bulletin 47, no. 2 (March 21, 2017): 417–35. http://dx.doi.org/10.1017/asb.2017.3.
Повний текст джерелаZhou, Qianqian, Alexander Sakhanenko, and Junyi Guo. "Lundberg-type inequalities for non-homogeneous risk models." Stochastic Models 36, no. 4 (October 1, 2020): 661–80. http://dx.doi.org/10.1080/15326349.2020.1835490.
Повний текст джерелаXiong, Sheng, and Wei-Shih Yang. "Ruin probability in the Cramér–Lundberg model with risky investments." Stochastic Processes and their Applications 121, no. 5 (May 2011): 1125–37. http://dx.doi.org/10.1016/j.spa.2011.01.008.
Повний текст джерелаCai, Jun. "Ruin probabilities with dependent rates of interest." Journal of Applied Probability 39, no. 02 (June 2002): 312–23. http://dx.doi.org/10.1017/s0021900200022531.
Повний текст джерелаCai, Jun. "Ruin probabilities with dependent rates of interest." Journal of Applied Probability 39, no. 2 (June 2002): 312–23. http://dx.doi.org/10.1239/jap/1025131428.
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