Keywords: زمان خرابکاری; Lévy risk process; Parisian ruin; Probability of ruin; Sparre-Andersen risk process; Time of ruin;
مقالات ISI زمان خرابکاری (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: زمان خرابکاری; Parisian implementation delays; Dual risk model; Discounted dividends; Time of ruin; Erlangization;
Keywords: زمان خرابکاری; Time of ruin; Deficit at ruin; Surplus prior to ruin; Joint distribution function; MAP risk model;
Keywords: زمان خرابکاری; 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: زمان خرابکاری; Correlated risk model; Cox process; Joint ruin probability; Modified Bessel function; Multi-dimensional risk models; Regime switching; Time of ruin; Upper bounds;
Keywords: زمان خرابکاری; Finite time ruin probability; Deficit at ruin; Time of ruin; Lagrange's implicit function theorem; Lundberg's fundamental equation; Mixed Erlang distribution;
Lévy risk model with two-sided jumps and a barrier dividend strategy
Keywords: زمان خرابکاری; G22; G33; 91B30; 60J75; 60H10; Risk model; Barrier strategy; Lévy process; Two-sided jump; Time of ruin; Deficit; Expected discounted dividend; Optimal dividend barrier; Integro-differential operator; Double exponential distribution; Reflected jump-diffu
Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions
Keywords: زمان خرابکاری; Time of ruin; Number of claims until ruin; Surplus prior to ruin; Lagrange's expansion theorem; Defective renewal equation; Compound geometric tail; Exponential distribution; Mixed Erlang distribution;
The Gerber–Shiu discounted penalty function in the risk process with phase-type interclaim times
Keywords: زمان خرابکاری; Gerber–Shiu discounted penalty function; Phase-type distribution; Sparre Anderson risk process; Time of ruin; Markov process
Survival probability for a two-dimensional risk model
Keywords: زمان خرابکاری; Integral equation; Partial integro-differential equation; Probability of ruin; Recursive approximation; Survival probability; Time of ruin;
On the ruin time distribution for a Sparre Andersen process with exponential claim sizes
Keywords: زمان خرابکاری; IB70; G22; IM13; Sparre Andersen model; Time of ruin; Exponential claims;
The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest
Keywords: زمان خرابکاری; Brownian motion; Constant force of interest; Gerber-Shiu expected discounted penalty function; Time of ruin;
Ruin probabilities for discrete time risk models with stochastic rates of interest
Keywords: زمان خرابکاری; primary 60K10; secondary 60G40; Discrete time risk model; Time of ruin; (finite time or ultimate) Ruin probability; Recursive equation; Heavy tailed; Rate of interest;
Approximations for the moments of ruin time in the compound Poisson model
Keywords: زمان خرابکاری; Compound Poisson model; Probability of ruin; Time of ruin; Moments of the time to ruin; Fréchet differentiability;
The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier
Keywords: زمان خرابکاری; 0167-6687; Barrier strategy; Compound Poisson; Integro-differential equation; Expected discounted penalty function; Time of ruin; Stochastic return on investments;
On the discounted penalty function in the renewal risk model with general interclaim times
Keywords: زمان خرابکاری; 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
The compound Poisson risk model with a threshold dividend strategy
Keywords: زمان خرابکاری; Compound Poisson model; Deficit at ruin; Gerber-Shiu discounted penalty function; Surplus immediately before ruin; Time of ruin; Threshold strategy; Two-step premium;
On a joint distribution for the risk process with constant interest force
Keywords: زمان خرابکاری; 60J35; 62P05; M10; M11; E10; Deficit at ruin; Interest; Laplace transform; Time of ruin; Surplus immediately before ruin; Transition density function;
On the discounted penalty function in a Markov-dependent risk model
Keywords: زمان خرابکاری; G22; IM13; Dependence; Classical risk model; Sparre Andersen model; Time of ruin; Deficit at ruin; Surplus before ruin;