Spectrally negative Lévy risk model under Erlangized barrier strategy

2019 ◽  
Vol 351 ◽  
pp. 101-116 ◽  
Author(s):  
Hua Dong ◽  
Chuancun Yin ◽  
Hongshuai Dai
Keyword(s):  
Risk Model ◽  
Barrier Strategy

scholarly journals On the improved thinning risk model under a periodic dividend barrier strategy

2021 ◽  
Vol 6 (12) ◽  
pp. 13448-13458
Author(s):  
Fuyun Sun ◽  
◽  
Yuelei Li ◽  
Keyword(s):  
Integral Equations ◽  
Counting Process ◽  
Risk Model ◽  
Insurance Companies ◽  
Barrier Strategy ◽  
Improved Model ◽  
The Impact ◽  
Thinning Process ◽  
Explicit Expressions

<abstract><p>In this study, we consider a periodic dividend barrier strategy in an improved thinning risk model, which indicates that insurance companies randomly receive premiums and pay dividends. In the improved model, the premium is stochastic, and the claim counting process is a p-thinning process of the premium counting process. The integral equations satisfied by the Gerber-Shiu function and the expected discounted cumulative dividend function are derived. Explicit expressions of those actuarial functions are obtained when the claim and premium sizes are exponentially distributed. We analyze and illustrate the impact of various parameters on them and obtain the optimal barrier. Finally, a conclusion is drawn.</p></abstract>

scholarly journals On a Dual Model with Barrier Strategy

2012 ◽  
Vol 2012 ◽  
pp. 1-13 ◽  
Author(s):  
Yuzhen Wen ◽  
Chuancun Yin
Keyword(s):  
Differential Equations ◽  
Boundary Conditions ◽  
Generating Function ◽  
Risk Model ◽  
Moment Generating Function ◽  
Dual Model ◽  
Barrier Strategy ◽  
Dividend Payments ◽  
The Moment

We consider the dual of the generalized Erlang(n)risk model with a barrier dividend strategy. We derive integro-differential equations with boundary conditions satisfied by the expectation of the sum of discounted dividends until ruin and the moment-generating function of the discounted dividend payments until ruin, respectively. The results are illustrated by several examples.

scholarly journals Dividend Problems with a Barrier Strategy in the Dual Risk Model until Bankruptcy

2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
Donghai Liu ◽  
Zaiming Liu
Keyword(s):  
Risk Model ◽  
Rate Function ◽  
Explicit Solutions ◽  
Positive Probability ◽  
Barrier Strategy ◽  
Numerical Examples ◽  
Dividend Payments ◽  
Dual Risk Model ◽  
Probability Of Bankruptcy ◽  
Bankruptcy Rate

The paper studies the dual risk model with a barrier strategy under the concept of bankruptcy, in which one has a positive probability to continue business despite temporary negative surplus. Integrodifferential equations for the expectation of the discounted dividend payments and the probability of bankruptcy are derived. Moreover, when the gain size distribution is exponential, explicit solutions for the expected dividend payments and the bankruptcy probability are obtained for constant bankruptcy rate function. It also provided some numerical examples to illustrate the applications of the explicit solutions.

244 Derivation and validation of a clinical risk-model in heart failure based on 6-min walk test performance and NT-proBNP status

2007 ◽  
Vol 6 (1) ◽  
pp. 46-46
Author(s):  
L FRANKENSTEIN ◽  
L INGLE ◽  
A REMPPIS ◽  
D SCHELLBERG ◽  
C SIGG ◽  
...  
Keyword(s):  
Heart Failure ◽  
Test Performance ◽  
Risk Model ◽  
Walk Test ◽  
Clinical Risk

VALIDATION OF A KNOWLEDGE-BASED RISK MODEL FOR BIOLOGICAL FOAMING IN ANAEROBIC DIGESTION SIMULATION

2010 ◽  
Vol 9 (2) ◽  
pp. 223-229
Author(s):  
Ignasi Rodriguez-Roda ◽  
Jordi Dalmau ◽  
Joaquim Comas ◽  
Eric Latrille ◽  
Jean-Philippe Steyer
Keyword(s):  
Anaerobic Digestion ◽  
Risk Model ◽  
Knowledge Based

Risk Management for Cultural Organizations.The Example of Agricultural Museums in the Czech Republic

2019 ◽  
Vol 3 (2) ◽  
pp. 111-122
Author(s):  
Michal Plaček ◽  
Milan Půček ◽  
František Ochrana ◽  
Milan Křápek ◽  
Ondřej H. Matyáš
Keyword(s):  
Risk Management ◽  
Czech Republic ◽  
Risk Model ◽  
Technical Support ◽  
High Quality ◽  
The Czech Republic ◽  
Managerial Practice ◽  
The Future

This paper deals with the analysis of risks which threaten the future sustainability and operations of agricultural museums in the Czech Republic. In the section on methodology, an applicable risk model has been proposed regarding the condition of museums in the Czech Republic. Using this model, the directors of agricultural museums can assess the most significant risks which may jeopardize the sustainability of museum operations over a three-year period. The greatest risks, according to museum directors, are a lack money for investment, the inability to retain high-quality staff, and issues with technical support for exhibitions. Assessing the importance of risk is positively associated with previous experiences of a particular type of risk, whereas the association of the importance of risk with previous managerial practice is rather inconclusive.

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