38 results on '"Risk process"'
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2. Gradient-based kernel variable selection for support vector hazards machine
3. Generalized Fractional Risk Process
4. A Drawdown Reflected Spectrally Negative Lévy Process
5. Optimal Insurance Strategy Design in a Risk Process under Value-at-Risk Constraints on Capital Increments
6. Diffusion Approximation of a Risk Model with Non-Stationary Hawkes Arrivals of Claims
7. Parisian Ruin with Erlang Delay and a Lower Bankruptcy Barrier
8. Stochastic Optimization Models of Actuarial Mathematics
9. Fractional risk process in insurance
10. Ruin and Deficit Under Claim Arrivals with the Order Statistics Property
11. On the Continuous Dependence of Non-Ruin Probability on Claim Distribution Function in the Classical Risk Model
12. Approximation of the Ultimate Ruin Probability in the Classical Risk Model Using Erlang Mixtures
13. Risk process with a periodic reinsurance: Choosing an optimal reinsurance strategy of a total risk
14. Almost Sure Approximation of the Superposition of the Random Processes
15. Stochastic Optimal Control of Risk Processes with Lipschitz Payoff Functions
16. Dividend Problem with Parisian Delay for a Spectrally Negative Lévy Risk Process
17. Systems Simulation Analysis and Optimization of Insurance Business
18. Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables
19. Adjustment Coefficient for Risk Processes in Some Dependent Contexts
20. Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations
21. Mathematical models for insurance business optimization
22. The balloting problem for random streams and its relation to problems in risk theory
23. The idle period of the finite G/M/1 queue with an interpretation in risk theory
24. Markov process functionals in finance and insurance
25. Stochastic successive approximation method for assessing the insolvency risk of an insurance company
26. An optimal investment strategy with maximal risk aversion and its ruin probability
27. Optimal Dividend Payment Strategy under Stochastic Interest Force
28. Markovian risk process
29. Lundberg’s risk process with tax
30. Necessary and sufficient conditions of existence and uniqueness of solutions to integral equations of actuarial mathematics
31. The method of successive approximations for calculating the probability of bankruptcy of a risk process in a Markovian environment
32. Method of Successive Approximations for Solving Integral Equations of the Theory of Risk Processes
33. Asymptotic Behavior of Generalized Risk Processes
34. Distribution of Deficit at Ruin for a PDMP Insurance Risk Model
35. Ruin Theory for the Risk Process Described by PDMPs
36. Ruin problem for a class of risk processes perturbed by diffusion
37. Refining the exponential asymptotic expansion for the distribution function of a sum of a random number of nonnegative random variables
38. Rate conservation laws: A survey
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