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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 ...

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    • Authors: Jingyu Chen, Yi Lu
    • Date: Jul 2009
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Topics: Enterprise Risk Management>Financial management
  • 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) ...

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    • Authors: Yi Lu, Shuanming Li
    • Date: Jan 2005
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Modeling & Statistical Methods>Markov Chain
  • 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 ...

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    • Authors: Barbara Sanders, Suxin Wang, Yi Lu
    • Date: Apr 2018
    • Competency: External Forces & Industry Knowledge
    • Topics: Finance & Investments>Investments; Pensions & Retirement>Risk management