Compound Poisson risk model
Comparison of Ruin Probabilities in Compound Poisson Risk Model
... Compound Poisson risk model has been ...two-compound Poisson risk process have estimated and compared them with standard theoretical ...
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Dividend Payments with a Hybrid Strategy in the Compound Poisson Risk Model
... In this paper, a hybrid dividend strategy in the compound Poisson risk model is considered. In the absence of dividends, the surplus of an insurance company is modelled by a compound ...
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Absolute ruin problems in a compound Poisson risk model with constant dividend barrier and liquid reserves
... perturbed compound Poisson risk process with investment and debit interests by the expected discounted penalty func- tion at absolute ...a risk-free asset, in certain condition, only the ...
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The Gerber-Shiu function in the perturbed compound Poisson Gamma Omega model with a dividend barrier
... The compound Poisson risk model perturbed by diffusion was initially proposed by Ger- ber[10], and has been further studied by many authors during the last few ...the model with con- ...
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Risk models with dependence and perturbation
... classical compound Poisson risk model and the Sparre-Andersen risk ...years, risk models relaxing the independence assumption have drawn intensive research ...Sparre-Andersen ...
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Gerber Shiu Function of Markov Modulated Delayed By Claim Type Risk Model with Random Incomes
... a compound Poisson risk model with delayed claims and proved that the ruin probability for the risk model decreases as the probability of the delay of by-claims is increasing, ...
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The ruin problem of dependent risk model based on copula function
... modern risk management techniques play a central ...collective risk theory, which is studied through various models of the risk business of an insurance ...insurance risk model, we ...
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On a generalized Gerber Shiu function in a compound Poisson model perturbed by diffusion
... In the spirit of a publication by Cheung in 2013 we study generalized Gerber-Shiu functions in the compound Poisson risk model perturbed by diffusion. These generalized Gerber-Shiu functions ...
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Ruin Probability for Non-standard Poisson Risk Model with Stochastic Returns
... of compound Poisson model with constant interest force and without diffusion term, Tang ([16]) obtained the asymptotic formula of finite time ruin probability for sub-exponential ...renewal risk ...
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Asymptotic and numerical analysis of the optimal investment strategy for an insurer
... distributed risk process. Using this feature of the model allows us to construct approximate optimal strategies when the parameter is not zero, and so describe the qualitative features of the optimal ...
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Finite-time Ruin Probability of Renewal Model with Risky Investment and Subexponential Claims
... of compound Poisson model with constant interest force and without diffusion term, Tang (2005a) obtained the asymptotic formula of finite time ruin probability for sub- exponential ...newal ...
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Some Results on a Double Compound Poisson Geometric Risk Model with Interference
... In this paper, we study the actual operating of an insurance company with random income. A double compound Pois- son-Geometric risk model with interference was established. By using the martingale ...
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Study on multi type insurance compound Poisson geometric risk model
... Classical risk model in risk theory continuously in the development of increasingly mature and gradually improve, first proposed the theory of a Swedish actuary Filip ...
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On the effectiveness of natural hedging for insurance companies and pension plans
... The third approach is natural hedging, which exploits the opposite movements in the values of annuities and life insurances when mortality changes. If mortality improves more than expected, an annuity book incurs losses ...
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Study of depression influencing factors with zero-inflated regression models in a large-scale population survey
... the Poisson or NB distributional assumption has no upper limit for the ...traditional Poisson regression and NB regression models. Second, some potential risk factors were correlated with each other, ...
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A Hyperexponential Approximation to Finite- and Infinite-time Ruin Probabilities of Compound Poisson Processes
... the compound Poisson surplus process plays a vi- tal role in many actuarial models, several authors studies ruin probability under surplus process ...a compound Poisson surplus process with ...
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Stochastic Epidemic Model with Poisson Infection and Poisson Removal Rates
... epidemic model with Poisson infection and Poisson removal ...rates. Poisson infection rate is depending on the number of persons infected in the system, and Poisson removal rate is ...
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Type I Error Assessment And Power Comparison Of Anova And Zero-Inflated Methods On Zero-Inflated Data
... To select the underlying parameters for the two types of distributions considered in this study, we referenced the dataset that originally inspired this investigation. That dataset was from a plant science study with a ...
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Precise large deviations of aggregate claims in a discrete time risk model with Poisson ARCH claim number process
... the Poisson moving average (MA) and Poisson autoregressive (AR) processes, to model the claim frequency in the risk ...discrete-time risk model with the claim number being an ...
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Risk of maternal mortality using relative risk ratios obtained from poisson regression analysis
... relative risk ratio from Poisson regression models is a major achievement of this ...high risk of mortality among pregnant women with hemorrhage, pregnant women should be handled with care during ...
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