Keywords: عملکرد Gerber-Shiu; Reinsurance; Capital injections; Ruin; Successive ruin events; Spectrally negative Lévy process; Scale function; Expected present value; Gerber-Shiu function;
مقالات ISI عملکرد Gerber-Shiu (ترجمه نشده)
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Keywords: عملکرد Gerber-Shiu; Gerber-Shiu function; Delayed renewal risk model; Time of ruin; Deficit at ruin; Maximal aggregate loss; Stochastic decomposition; Compound geometric convolution; Distributional assumption of time until the first claim;
Keywords: عملکرد Gerber-Shiu; Varying premiums; Experience-based premium policy; Risk management; Gerber-Shiu function; Defective renewal equation; Discounted density;
Keywords: عملکرد Gerber-Shiu; Gerber-Shiu function; Integral equation; Integro-differential equation; Threshold dividend strategy; Dependence;
Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion
Keywords: عملکرد Gerber-Shiu; Perturbed compound Poisson model; Gerber-Shiu function; Laguerre series expansion; Estimation;
Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion
Keywords: عملکرد Gerber-Shiu; Gerber-Shiu function; Estimate; Lévy risk model; Laguerre series;
Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus
Keywords: عملکرد Gerber-Shiu; 91B30 (62G20, 62M05); Lévy risk model; Gerber-Shiu function; Fourier inversion; L2-consistency; Estimation;
On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model
Keywords: عملکرد Gerber-Shiu; Dual risk model; Semi-Markovian risk process; Gerber-Shiu function; Generalized penalty function; Perpetual insurance; Last inter-arrival time;
An extension of Paulsen-Gjessing's risk model with stochastic return on investments
Keywords: عملکرد Gerber-Shiu; primary; 60J75; secondary; 60G51; Paulsen-Gjessing's risk model; Stochastic return on investments; Integro-differential equation; Doléans-Dade exponential; Gerber-Shiu function; Dividends;
A unified analysis of claim costs up to ruin in a Markovian arrival risk model
Keywords: عملکرد Gerber-Shiu; Claim costs up to ruin; Generalized penalty function; Gerber-Shiu function; Markovian arrival process; Risk model; Dickson-Hipp operator; Markov renewal equation;
A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium
Keywords: عملکرد Gerber-Shiu; Generalized penalty function; Gerber-Shiu function; Sparre Andersen model; Surplus-dependent premium rate; Threshold dividend strategy; Credit interest; Absolute ruin;
A note on scale functions and the time value of ruin for Lévy insurance risk processes
Keywords: عملکرد Gerber-Shiu; Scale functions; Ruin; Spectrally negative Lévy processes; Gerber-Shiu function; Laplace transform;
A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
Keywords: عملکرد Gerber-Shiu; Gerber-Shiu function; Generalized penalty function; Maximum surplus level before ruin; Markovian arrival process; Discounted joint distribution;
Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence
Keywords: عملکرد Gerber-Shiu; primary; 91B30; secondary; 62E20; 60K05; Asymptotics; Convolution equivalence; Duality principle; Gerber-Shiu function; Renewal risk model; Wiener-Hopf factorization;
The Markovian regime-switching risk model with a threshold dividend strategy
Keywords: عملکرد Gerber-Shiu; C02; IM10; IM11; IM12; IM13; Gerber-Shiu function; Integro-differential equation; Present value of dividend payments; Regime-switching model; Threshold dividend strategy;
On the total operating costs up to default in a renewal risk model
Keywords: عملکرد Gerber-Shiu; Ruin theory; Gerber-Shiu function; Phase-type distribution; Piecewise-deterministic Markov process; Total operating costs up to default;
A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy
Keywords: عملکرد Gerber-Shiu; Perturbed risk process; Geometric Brownian motion; Generalized Erlang(n)-distribution; Gerber-Shiu function; Discounted dividend payments;
On the discounted penalty function in the renewal risk model with general interclaim times
Keywords: عملکرد Gerber-Shiu; Sparre Andersen process; Deficit at ruin; Surplus at ruin; Time of ruin; Defective renewal equation; Gerber-Shiu function; Residual lifetime distribution; Compound geometric; Higher-order equilibrium distribution; Mixed Erlang distribution; Exponential
On the compound Poisson risk model with dependence and a threshold dividend strategy
Keywords: عملکرد Gerber-Shiu; Compound Poisson risk model; Farlie-Gumbel-Morgenstern copula; Gerber-Shiu function; Expected discounted dividend payments; Threshold strategy; Integro-differential equation;