Zobrazeno 1 - 10
of 24
pro vyhledávání: '"Cramér–Lundberg insurance risk model"'
Autor:
O. J. Boxma, M. R. H. Mandjes
Publikováno v:
Queueing Systems, 102(1-2), 69-86. Springer Netherlands
Queueing Systems, 102(1-2), 69-86. Springer
Queueing Systems, 102(1-2), 69-86. Springer
This paper analyzes various stochastic recursions that arise in queueing and insurance risk models with a ‘semi-linear’ dependence structure. For example, an interarrival time depends on the workload, or the capital, immediately after the previou
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::27d565ecc9071919a16a580806dea665
https://doi.org/10.1007/s11134-022-09863-7
https://doi.org/10.1007/s11134-022-09863-7
Publikováno v:
Технічні науки та технології; № 3(13) (2018): Технічні науки та технології; 105-113
Technical sciences and technology; No. 3(13) (2018): Technical sciences and technologies; 105-113
Технические науки и технологии; № 3(13) (2018): Технические науки и технологии; 105-113
Technical sciences and technology; No. 3(13) (2018): Technical sciences and technologies; 105-113
Технические науки и технологии; № 3(13) (2018): Технические науки и технологии; 105-113
Urgency of the research. Recently, there has been a rapid increase in interest in computer techniques of forecasting in the insurance business. Such forecasting can be used, in particular, to determine the pricing policy of insurance companies.Target
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=scientific_p::275aac02f03eac3b556c4344edfc5d66
http://tst.stu.cn.ua/article/view/164003
http://tst.stu.cn.ua/article/view/164003
Akademický článek
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Publikováno v:
Advances in Applied Probability, 48(4), 1139-1160. University of Sheffield
Adv. in Appl. Probab. 48, no. 4 (2016), 1139-1160
Adv. in Appl. Probab. 48, no. 4 (2016), 1139-1160
We study an M/G/1-type queueing model with the following additional feature. The server works continuously, at fixed speed, even if there are no service requirements. In the latter case, it is building up inventory, which can be interpreted as negati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::499e155ca78b4a60fd371f16d18f3350
https://doi.org/10.1017/apr.2016.68
https://doi.org/10.1017/apr.2016.68
Autor:
Boxma, Onno, Mandjes, Michel
Publikováno v:
Journal of Applied Probability; Jun2023, Vol. 60 Issue 2, p557-569, 13p
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
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Autor:
Asmussen, Søren
Publikováno v:
Journal of the Indian Society for Probability & Statistics; Dec2024, Vol. 25 Issue 2, p575-596, 22p
Autor:
Bergel, Agnieszka I.1 (AUTHOR), Rodríguez-Martínez, Eugenio V.1 (AUTHOR), Egídio dos Reis, Alfredo D.1 (AUTHOR) alfredo@iseg.ulisboa.pt
Publikováno v:
Scandinavian Actuarial Journal. Nov2017, Vol. 2017 Issue 9, p761-784. 24p.
We study an M/G/1-type queueing model with the following additional feature. The server works continuously, at fixed speed, even if there are no service requirements. In the latter case, it is building up inventory, which can be interpreted as negati
Externí odkaz:
http://arxiv.org/abs/1510.07610
Autor:
Chi, Yichun1 cych@math.pku.edu.cn, Jaimungal, Sebastian2 sebastian.jaimungal@utoronto.ca, Lin, X. Sheldon2 sheldon@utstat.utoronto.ca
Publikováno v:
Insurance: Mathematics & Economics. Feb2010, Vol. 46 Issue 1, p52-66. 15p.