The expected discounted penalty functions for a Markov-modulated risk model.

被引：0

作者：

Lu, Yi

Li, Shuanming

机构：

来源：

INSURANCE MATHEMATICS & ECONOMICS | 2006年 / 39卷 / 03期

关键词：

expected discounted penalty function; Markov-modulated risk model; Laplace transform;

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：402 / 402

页数：1

共 50 条

[41] A markov-modulated risk model with transaction costs and threshold dividend strategy
Zou, Feng Zhen
Chen, Xu
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2023, 52 (04) : 1577 - 1590
[42] DURATION OF NEGATIVE SURPLUS FOR A TWO STATE MARKOV-MODULATED RISK MODEL
Ma Xuemin
Yuan Haili
Hu Yijun
ACTA MATHEMATICA SCIENTIA, 2010, 30 (04) : 1167 - 1173
[43] MOMENTS OF THE DIVIDEND PAYMENTS AND RELATED PROBLEMS IN A MARKOV-MODULATED RISK MODEL
Li, Shuanming
Lu, Yi
NORTH AMERICAN ACTUARIAL JOURNAL, 2007, 11 (02) : 65 - 76
[44] Statistical Inference for Partially Observed Markov-Modulated Diffusion Risk Model
Baltazar-Larios, F.
Esparza, Luz Judith R.
METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2022, 24 (02) : 571 - 593
[45] On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategy
Lu, Zhaoyang
Xu, Wei
Sun, Decai
Han, Weiguo
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2009, 232 (02) : 582 - 593
[46] On differentiability of ruin functions under Markov-modulated models
Zhu, Jinxia
Yang, Hailiang
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2009, 119 (05) : 1673 - 1695
[47] ON THE EXPECTED DISCOUNTED PENALTY FUNCTION FOR LEVY RISK PROCESSES DISCUSSION
Gerber, Hans U.
Shiu, Elias S. W.
NORTH AMERICAN ACTUARIAL JOURNAL, 2006, 10 (04) : 216 - 218
[48] On a generalization of the expected discounted penalty function in a discrete-time insurance risk model
Landriault, David
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2008, 24 (06) : 525 - 539
[49] On the expected discounted penalty function for the continuous-time compound binomial risk model
Liu, Guoxin
Wang, Ying
STATISTICS & PROBABILITY LETTERS, 2008, 78 (15) : 2446 - 2455
[50] Improvement to the Expected Discounted Penalty Function for a Classical Risk Model with a Threshold Dividend Strategy
Yu, Wenguang
Liu, Zhi
APPLIED MECHANICS AND MECHANICAL ENGINEERING, PTS 1-3, 2010, 29-32 : 1150 - +

← 1 2 3 4 5 →