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The Distribution of the Total Dividend Payments in a MAP Risk Model with Multi-Threshold Dividend Strategy
The Distribution of the Total Dividend Payments in a MAP Risk Model with Multi-Threshold Dividend Strategy ... Surplus U1,k(t) Time t premiums claims u 0 17 / 25 Introduction Differential Approach Layer-Based ...- Authors: Jingyu Chen, Yi Lu
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Financial management
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On the Probability of Ruin in a Markov-modulated Risk Model
α2 c2 ( 1−λ1µ1 c1 ) ρ−λ1 c1 [ 1−fˆ1(ρ) ] . (17) 7 We now consider the case where the claim size ... negative real parts, and Φ1(0) and Φ2(0) are given by (17), while gi, hi are of the forms gi = −gk+l(−Ri) ...- Authors: Yi Lu, Shuanming Li
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Markov Chain
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Optimal Investment Strategies and Intergenerational Risk Sha
Optimal Investment Strategies and Intergenerational Risk Sha This presentation considers a ... Barbara Sanders Simon Fraser University July 2017 17 / 26 Introduction TBP model Illustrations Conclusion ...- Authors: Barbara Sanders, Suxin Wang, Yi Lu
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investments; Pensions & Retirement>Risk management