Zobrazeno 1 - 10
of 10
pro vyhledávání: '"Jiaen Xu"'
Publikováno v:
AIMS Mathematics, Vol 9, Iss 9, Pp 24039-24057 (2024)
We mainly studied the dividend payout with a two-sided jumps risk model under random observation. The two-sided jumps in the model represent random claims and random returns. First, we obtained the integral differential equation of the expected divid
Externí odkaz:
https://doaj.org/article/2c219a84133442a587e23e6ce1723985
Publikováno v:
AIMS Mathematics, Vol 9, Iss 5, Pp 10893-10910 (2024)
In this paper, a classical risk model with liquid reserves and proportional investment is considered, and the expected total discounted dividend before ruin of insurance companies under the threshold dividend strategy is studied. First, the integral
Externí odkaz:
https://doaj.org/article/2a1490c861484b798aef80691a9da1a5
Publikováno v:
AIMS Mathematics, Vol 9, Iss 1, Pp 2032-2050 (2024)
In this paper, an investment risk model with bilateral jumps was considered, assuming the insurer invested the surplus in two types of assets, namely, risk-free and risky ones, in a certain proportion. First, the integral-differential equations of th
Externí odkaz:
https://doaj.org/article/c2b365fdedfa4bd79538497ded2a8d62
Publikováno v:
AIMS Mathematics, Vol 8, Iss 9, Pp 22301-22318 (2023)
In this paper, we consider a two-sided jumps risk model with proportional investments and random observation periods. The downward jumps represent the claim while the upward jumps represent the random returns. Suppose an insurance company invests all
Externí odkaz:
https://doaj.org/article/20fea68ce04243bca3b08622bb3c93a8
Publikováno v:
Symmetry, Vol 16, Iss 5, p 612 (2024)
In order to deal with complex risk scenarios involving claims, uncertainty, and investments, we consider the ruin problems in a compound Poisson risk model with liquid reserves and proportional investments and study the expected discounted penalty fu
Externí odkaz:
https://doaj.org/article/c644cfd2cf014eefad08a59876a71617
Publikováno v:
Mathematics, Vol 11, Iss 7, p 1584 (2023)
In this paper, we consider a risk model with two-sided jumps and proportional investment. The upward jumps and downward jumps represent gains and claims, respectively. Suppose the company invests all of its surplus in a certain proportion in two type
Externí odkaz:
https://doaj.org/article/9a261b85d5d44e34bc90f3c05fc947e7
Publikováno v:
Journal of Sensors. 2023:1-10
Noise could occur anywhere in the aerospace and other fields and has a great influence on the operation of the aircraft. The control of the sound emission has attracted a lot of attention from the economic and environmental aspects. Firstly, the nois
Autor:
Jiaen Xu, Xiaohang Wang, Yingtao Jiang, Amit Kumar Singh, Chongyan Gu, Letian Huang, Mei Yang, Shunbin Li
Publikováno v:
IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems. 41:4313-4324
Publikováno v:
SSRN Electronic Journal.