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On the Expected Discounted Penalty Function for Levy Risk Processes
1 + θ ∫ u 0 [1− ψ(u− s)] d(M ∗G)(s) , u > 0 , (17) 10 where the operator ∗ is the convolution of ... niques [see for example Asmussen (2000)], we obtain (17). Clearly this unifying approach to risk modelling ...- Authors: José Garrido, Manuel Morales
- Date: Jan 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Ruin Modeling for Compound Nonstationary Poisson Processes with Periodic Claim Intensity Rates
continuous premium environment we have N[T,-:+t) (17) R(u,t) = u+ct- ~C n , T~O , taO n=0 Define TT(u) ... all tzO and for any integer n=1,2 .... From (17) and from Theorem t-{iv) we obtain the fol lowing ...- Authors: José Garrido, Stefanka Chukova, Boyan Dimitrov
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Credibility Theory for Generalized Linear and Mixed Models
Credibility Theory for Generalized ... generalized linear models. ASTIN Bulletin 27(1), 71–82. [17] SAS Technical Report P–243, 1993. SAS/STAT Software: ... of a GLM tariff. ASTIN Bulletin 34(1), 249–262. 17 ...- Authors: José Garrido, JUN ZHOU
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Actuarial Profession>Academic partnerships; Modeling & Statistical Methods