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pro vyhledávání: '"Hayden Lau"'
Autor:
Swathi Pathadka, Vincent K. C. Yan, Xue Li, Gary Tse, Eric Y. F. Wan, Hayden Lau, Wallis C. Y. Lau, David C. W. Siu, Esther W. Chan, Ian C. K. Wong
Publikováno v:
Frontiers in Cardiovascular Medicine, Vol 7 (2021)
Background: The effect of sacubitril/valsartan on survival and hospitalization risk in older patients with heart failure has not been explored. We aimed to investigate the risk of hospitalization and mortality with the use of sacubitril/valsartan vs.
Externí odkaz:
https://doaj.org/article/b8be14ffe32d4e2b9a21ea2c8d30b99c
Publikováno v:
Scandinavian Actuarial Journal. 2023:153-190
Publikováno v:
Insurance: Mathematics and Economics. 93:315-332
We consider the general class of spectrally positive L\'evy risk processes, which are appropriate for businesses with continuous expenses and lump sum gains whose timing and sizes are stochastic. Motivated by the fact that dividends cannot be paid at
We consider the general class of spectrally positive Levy risk processes, which are appropriate for businesses with continuous expenses and lump sum gains whose timing and sizes are stochastic. Motivated by the fact that dividends cannot be paid at a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0ad1b6284a2035c05e494a39a6f0e5dd
http://arxiv.org/abs/2004.01838
http://arxiv.org/abs/2004.01838
In this paper, we model the cash surplus (or equity) of a risky business with a Brownian motion (with a drift). Owners can take cash out of the surplus in the form of “dividends”, subject to transaction costs. However, if the surplus hits 0 then
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::13db363e2f64321c68a2691ba80b868a