On generalized risk models, Levy processes and the discounted penalty function.

被引:0
|
作者
Manuel, M
José, G
机构
来源
INSURANCE MATHEMATICS & ECONOMICS | 2005年 / 37卷 / 02期
关键词
Levy processes; ruin theory; Penalty function;
D O I
暂无
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:378 / 378
页数:1
相关论文
共 50 条
  • [1] Generalized expected discounted penalty function at general drawdown for Levy risk processes
    Wang, Wenyuan
    Chen, Ping
    Li, Shuanming
    [J]. INSURANCE MATHEMATICS & ECONOMICS, 2020, 91 : 12 - 25
  • [2] ON THE EXPECTED DISCOUNTED PENALTY FUNCTION FOR LEVY RISK PROCESSES
    Garrido, Jose
    Morales, Manuel
    [J]. NORTH AMERICAN ACTUARIAL JOURNAL, 2006, 10 (04) : 196 - 216
  • [3] ON THE EXPECTED DISCOUNTED PENALTY FUNCTION FOR LEVY RISK PROCESSES DISCUSSION
    Gerber, Hans U.
    Shiu, Elias S. W.
    [J]. NORTH AMERICAN ACTUARIAL JOURNAL, 2006, 10 (04) : 216 - 218
  • [4] The Gerber-Shiu Expected Discounted Penalty Function for Levy Insurance Risk Processes
    Zhao, Xiang-hua
    Yin, Chuan-cun
    [J]. ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2010, 26 (04): : 575 - 586
  • [5] Computing the finite-time expected discounted penalty function for a family of Levy risk processes
    Kuznetsov, Alexey
    Morales, Manuel
    [J]. SCANDINAVIAN ACTUARIAL JOURNAL, 2014, 2014 (01) : 1 - 31
  • [6] Discounted penalty function at Parisian ruin for Levy insurance risk process
    Loeffen, R.
    Palmowski, Z.
    Surya, B. A.
    [J]. INSURANCE MATHEMATICS & ECONOMICS, 2018, 83 : 190 - 197
  • [7] On the Expected Discounted Penalty Function for Levy Risk Processes, Jose Garrido and Manuel Morales, October 2006
    Zhou, Xiaowen
    Garrido, Jose
    Morales, Manuel
    [J]. NORTH AMERICAN ACTUARIAL JOURNAL, 2007, 11 (02) : 153 - 153
  • [8] Estimating the Gerber-Shiu Expected Discounted Penalty Function for Levy Risk Model
    Huang, Yujuan
    Yu, Wenguang
    Pan, Yu
    Cui, Chaoran
    [J]. DISCRETE DYNAMICS IN NATURE AND SOCIETY, 2019, 2019
  • [9] The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function.
    Pavlova, KP
    Willmot, GE
    [J]. INSURANCE MATHEMATICS & ECONOMICS, 2003, 33 (02): : 440 - 440
  • [10] Analysis of the expected discounted penalty function for insurance risk models.
    Lin, SX
    [J]. INSURANCE MATHEMATICS & ECONOMICS, 2003, 33 (02): : 425 - 426