搜索页_ Time of ruin

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SpringerLink电子期刊(12)

在“SpringerLink电子期刊”中，命中：12条，耗时：0.0939577 秒

在所有数据库中总计命中：12条

1. Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims

作者：Yang Yang (12) yyangmath@gmail.com
Kaiyong Wang (3) beewky@163.com

关键词：uniform asymptotics &#8211 ; finite ; time and infinite ; time ruin probabilities &#8211 ; dominatedly varying tail &#8211 ; long tail &#8211 ; dependence

刊名：Lithuanian Mathematical Journal

出版年：2012

2. On a class of stochastic models with two-sided jumps

作者：Eric C. K. Cheung (1) eckc@hku.hk

关键词：Dual risk model &#8211 ; Two ; sided jumps &#8211 ; GI/G/1 queue &#8211 ; Negative customers &#8211 ; Gerber&#8211 ; Shiu function &#8211 ; Defective renewal equation &#8211 ; Time of ruin &#8211 ; Time of recovery &#8211 ; Busy period &#8211 ; Idle period

刊名：Queueing Systems

出版年：2011

3. The maximum surplus distribution before ruin in an Erlang(n) risk process perturbed by diffusion

作者：Zhen Zhong Zhang (12) zzzhang@dhu.edu.cn
Jie Zhong Zou (2) jzzou@csu.edu.cn
Yuan Yuan Liu (2) liuyy@csu.edu.cn

关键词：Sparre Anderson risk model &#8211 ; generalized Erlang(n) inter ; claim times &#8211 ; integro ; differential equation &#8211 ; diffusion process &#8211 ; maximum surplus distribution

刊名：Acta Mathematica Sinica

出版年：2011

4. Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints

作者：Lihua Bai (1) lihuabaink@yahoo.com.cn
Martin Hunting (2) Martin.Hunting@math.uib.no
Jostein Paulsen (3) jostein@math.ku.dk

关键词：Optimal dividends &#8211 ; General diffusion &#8211 ; Solvency constraint &#8211 ; Quasi ; variational inequalities &#8211 ; Lump sum dividend barrier strategy

刊名：Finance and Stochastics

出版年：2012

5. On a risk model with Markovian arrivals and tax

作者：Hua Dong (1) sddh1978@126.com
Zai-ming Liu (2)

关键词：Markovian arrival process &#8211 ; Gerber ; Shiu function &#8211 ; tax payment

刊名：Applied Mathematics - A Journal of Chinese Universities

出版年：2012

6. Aircraft noise and its nearfield propagation computations

作者：Xin Zhang (1) xzhang@soton.ac.uk

关键词：Aircraft noise &#8211 ; Computational aeroacoustics &#8211 ; Sound propagation

刊名：Acta Mechanica Sinica

出版年：2012

7.Dependence properties and comparison results for L¨¦vy processes

作者：Nicole B?uerle ; Anja Blatter and Alfred M¨¹ller

关键词：L¨¦vy processes ; Dependence concepts ; L¨¦vy copula ; Dependence ordering ; Archimedean copula ; Ruin times ; Option pricing

刊名：Mathematical Methods of Operations Research (ZOR)

出版年：2008

8.Asset-Liability Management Under the Safety-First Principle

作者：M. C. Chiu ; D. Li

关键词：Portfolio selection ; Asset ; liability management ; Safety ; first ; Efficient frontier

刊名：Journal of Optimization Theory and Applications

出版年：2009

9.Tail behavior of random sums under consistent variation with applications to the compound renewal risk model

作者：Aldona Ale?kevi?ien? ; Remigijus Leipus and Jonas ?iaulys

关键词：Random sums ; Consistent variation ; Compound renewal risk model ; Ruin probability

刊名：Extremes

出版年：2008

10.Facies reconstruction from resistivity-at-the-bit images recorded in a submarine felsic volcanic succession

作者：Juliane Arnold ; Anne Bartetzko ; Holger Paulick and Gerardo Iturrino

关键词：Downhole logging ; Facies reconstruction ; Felsic volcanic succession ; Hydrothermal alteration ; Ocean Drilling Program Leg 193 ; Resistivity ; at ; the ; bit

刊名：Marine Geophysical Researches

出版年：2007

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