scholarly journals Discrete approximations for strict convex continuous time problems and duality

Author(s):  
R. Andreani ◽  
P. S. Gonçalves ◽  
G. N. Silva
2021 ◽  
Vol 15 (1) ◽  
pp. 109-136
Author(s):  
Azmy S. Ackleh ◽  
Saber Elaydi ◽  
George Livadiotis ◽  
Amy Veprauskas

2007 ◽  
Vol 44 (02) ◽  
pp. 285-294 ◽  
Author(s):  
Qihe Tang

We study the tail behavior of discounted aggregate claims in a continuous-time renewal model. For the case of Pareto-type claims, we establish a tail asymptotic formula, which holds uniformly in time.


2018 ◽  
Vol 23 (4) ◽  
pp. 774-799 ◽  
Author(s):  
Charles C. Driver ◽  
Manuel C. Voelkle

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