Zobrazeno 1 - 10
of 38
pro vyhledávání: '"Expected Discounted Dividends"'
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Autor:
Alcoforado, Renata G., Bergel, Agnieszka I., Cardoso, Rui M. R., Reis, Alfredo D. Egídio dos, Rodríguez-Martínez, Eugenio V.
In this manuscript we consider the dual risk model with financial application, where the random gains occur under a renewal process. We particularly work the Erlang(n) case for common distribution of the inter-arrival times, from there it is easy to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4f89bca7a0d7143dd19c20b240f5f5f1
Publikováno v:
ASTIN Bulletin. 45:127-150
The dual risk model assumes that the surplus of a company decreases at a constant rate over time and grows by means of upward jumps, which occur at random times and sizes. It is said to have applications to companies with economical activities involv
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5997764239788ca502aba92da2033b86
https://doi.org/10.1017/asb.2014.19
https://doi.org/10.1017/asb.2014.19
The dual risk model assumes that the surplus of a company decreases at a constant rate over time, and grows by means of upward jumps which occur at random times with random sizes. In the present work, we study the dual risk renewal model when the wai
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8f12c8ef22d02ff246b1a51f08301966
https://hdl.handle.net/10400.5/24443
https://hdl.handle.net/10400.5/24443
Publikováno v:
Repositório Científico de Acesso Aberto de Portugal
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
Doutoramento em Matemática Aplicada à Economia e à Gestão Nesta dissertação trabalhamos em teoria do risco. Damos principal ênfase principal nos modelos de risco e teoria de ruína, dedicando a nossa atenção a algumas das mais interessantes
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::57554a5ec502a353d54a1497059ead6b
https://hdl.handle.net/10400.5/15844
https://hdl.handle.net/10400.5/15844
For actuarial applications we consider the Sparre–Andersen risk model when the interclaim times are Generalized Erlang(n) distributed. Unlike the standard Erlang(n) case, the roots of the generalized Lundberg’s equation with positive real parts c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1503::f7cb61f593367154510641742b516293
https://hdl.handle.net/10400.5/24447
https://hdl.handle.net/10400.5/24447
Publikováno v:
Repositório Científico de Acesso Aberto de Portugal
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
For actuarial aplications, we consider the Sparre–Andersen risk model when the interclaim times are Erlang(n) distributed. We first address the problem of solving an integro-differential equation that is satisfied by the survival probability and ot
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e482c63ca58e370d7552fb72af71efd1
https://hdl.handle.net/10400.5/9515
https://hdl.handle.net/10400.5/9515
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
In the present paper we study some existing duality features between two very known models in Risk Theory. The classical Cramér–Lundberg risk model with application to insurance, and the dual risk model with (some) financial application. For simpl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1503::4633b58b7e3f62e37c158c49e9d7cc62
https://hdl.handle.net/10400.5/24494
https://hdl.handle.net/10400.5/24494