Add to ORKGIn risk theory, the time to ruin is one of the central quantities. The Laplace transform, density and moments of the time to ruin have been studied by many authors under different risk model assumptions. The Gerber-Shiu function provides an analytic tool in studying these quantities. The main focus of this thesis is to study the moments involving the time to ruin by using the Gerber-Shiu function as the analytic tool
In this article, we consider an extension to the renewal or Sparre Andersen risk process by introduc...
The structure of various Gerber-Shiu functions in Sparre Andersen models allowing for possible depen...
In this paper, a dependent Sparre Andersen risk process in which the joint density of the interclaim...
© 2014 Dr. Jingchao LIIn recent years, there have been many studies on ruin related quantities. In p...
Following the introduction of the discounted penalty function by Gerber and Shiu (1998), significant...
In this thesis, we consider a generalization of the classical Gerber-Shiu function in various risk m...
In ruin theory, the surplus process of an insurance company is usually modeled by the classical comp...
There is a vast literature in the analysis of the insurer's surplus process under the Sparre Anderse...
Risk theory has been a very active research area over the last decades. The main objectives of the t...
In this paper, we focus our analysis on the distribution function and the moments of the deficit at ...
In the context of classical ruin theory, ruin quantities (e.g. ruin probability and the time of ruin...
In this paper, a risk model where claims arrive according to a Markovian arrival process (MAP) is co...
Abstract:This paper considers the risk model perturbed by a diffusion process with a time delay in t...
Gerber-Shiu analysis with the generalized penalty function proposed by Cheung et al. (in press-a) is...
This thesis develops several strategies for calculating ruin-related quantities for a variety of ext...
In this article, we consider an extension to the renewal or Sparre Andersen risk process by introduc...
The structure of various Gerber-Shiu functions in Sparre Andersen models allowing for possible depen...
In this paper, a dependent Sparre Andersen risk process in which the joint density of the interclaim...
© 2014 Dr. Jingchao LIIn recent years, there have been many studies on ruin related quantities. In p...
Following the introduction of the discounted penalty function by Gerber and Shiu (1998), significant...
In this thesis, we consider a generalization of the classical Gerber-Shiu function in various risk m...
In ruin theory, the surplus process of an insurance company is usually modeled by the classical comp...
There is a vast literature in the analysis of the insurer's surplus process under the Sparre Anderse...
Risk theory has been a very active research area over the last decades. The main objectives of the t...
In this paper, we focus our analysis on the distribution function and the moments of the deficit at ...
In the context of classical ruin theory, ruin quantities (e.g. ruin probability and the time of ruin...
In this paper, a risk model where claims arrive according to a Markovian arrival process (MAP) is co...
Abstract:This paper considers the risk model perturbed by a diffusion process with a time delay in t...
Gerber-Shiu analysis with the generalized penalty function proposed by Cheung et al. (in press-a) is...
This thesis develops several strategies for calculating ruin-related quantities for a variety of ext...
In this article, we consider an extension to the renewal or Sparre Andersen risk process by introduc...
The structure of various Gerber-Shiu functions in Sparre Andersen models allowing for possible depen...
In this paper, a dependent Sparre Andersen risk process in which the joint density of the interclaim...