Add to ORKGIn this paper, the author studies a double risk model with constant rates of interest. Claim occurrence relate to Poisson and Erlang and Wiener processes. derive the integro-differential equations which the ultimate ruin probability of the time of ruin, the expected discounted penalty function, the Laplace transform of ruin probability should sat-isfy
This paper investigates the ultimate ruin probability of a discrete time risk model with a positive ...
Ruin theory under multi-dimensional risk models is very complex. Even in the two-dimensional case, t...
C1 - Refereed Journal ArticleWe derive an expression for the density of the time to ruin in the clas...
In this paper, a dual risk model under constant force of interest is considered. The ruin probabilit...
In the literature of ruin theory, there have been extensive studies trying to generalize the classic...
In this paper a double renewal risk model is studied. The claims represent an i.i.d.sequence of rand...
In this paper, we study ruin in a perturbed compound Poisson risk process under stochastic interest ...
In this paper we investigate the ruin probability in the classical risk model under a positive const...
In the classical compound Poisson risk model, it is assumed that a company (typically an insurance c...
We consider the Erlang(2) risk model and derive expressions for the density of the time to ruin and ...
In this paper, we consider a risk process with stochastic return on investments. The basic risk proc...
In this paper, we consider the Gerber-Shiu expected discounted penalty function for the perturbed co...
Graduation date: 2016In this dissertation, we study two risk models. First, we consider the dual ris...
In this paper we first consider a risk process in which claim inter-arrival times and the time until...
Abstract: In this paper, we consider the classical risk process perturbed by diusion. The analysis i...
This paper investigates the ultimate ruin probability of a discrete time risk model with a positive ...
Ruin theory under multi-dimensional risk models is very complex. Even in the two-dimensional case, t...
C1 - Refereed Journal ArticleWe derive an expression for the density of the time to ruin in the clas...
In this paper, a dual risk model under constant force of interest is considered. The ruin probabilit...
In the literature of ruin theory, there have been extensive studies trying to generalize the classic...
In this paper a double renewal risk model is studied. The claims represent an i.i.d.sequence of rand...
In this paper, we study ruin in a perturbed compound Poisson risk process under stochastic interest ...
In this paper we investigate the ruin probability in the classical risk model under a positive const...
In the classical compound Poisson risk model, it is assumed that a company (typically an insurance c...
We consider the Erlang(2) risk model and derive expressions for the density of the time to ruin and ...
In this paper, we consider a risk process with stochastic return on investments. The basic risk proc...
In this paper, we consider the Gerber-Shiu expected discounted penalty function for the perturbed co...
Graduation date: 2016In this dissertation, we study two risk models. First, we consider the dual ris...
In this paper we first consider a risk process in which claim inter-arrival times and the time until...
Abstract: In this paper, we consider the classical risk process perturbed by diusion. The analysis i...
This paper investigates the ultimate ruin probability of a discrete time risk model with a positive ...
Ruin theory under multi-dimensional risk models is very complex. Even in the two-dimensional case, t...
C1 - Refereed Journal ArticleWe derive an expression for the density of the time to ruin in the clas...