## Found 156 Documents (Results 1–100)

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### Refinements of bounds for tails of compound distributions and ruin probabilities. (English)Zbl 07484252

MSC:  60Kxx 62Pxx 91Bxx
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### Stability analysis of five-grade Leishmania epidemic model with harmonic mean-type incidence rate. (English)Zbl 1487.92045

MSC:  92D30 37N25
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### The Laplace transform of ruin time with investment and barrier dividend. (Chinese. English summary)Zbl 1474.91034

MSC:  91B05 44A10 91G05
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MSC:  62-XX
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### On consistency and priority weights for interval probabilistic linguistic preference relations. (English)Zbl 1457.62377

MSC:  62P25 62C25 62C86
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### The stability of the probability of ruin. (English)Zbl 1437.91460

MSC:  91G70 65C05 60K10
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### Global asymptotic stability of a generalized SEIRS epidemic model. (English)Zbl 1437.92120

MSC:  92D30 34D23
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MSC:  62E99
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### A reflected feature space for cart. (English)Zbl 1440.62252

MSC:  62H30 62C25 05C90
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### A bivariate model based on compound negative binomial distribution. (English)Zbl 1437.62188

MSC:  62H10 60E05
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### Global dynamics of an SIVS epidemic model with bilinear incidence rate. (English)Zbl 1419.92032

MSC:  92D30 92C60 93D20
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### Estimates for the rate of convergence in the global CLT for compound mixed Poisson distributions. (English. Russian original)Zbl 1414.60017

Theory Probab. Appl. 63, No. 1, 72-93 (2018); translation from Teor. Veroyatn. Primen. 63, No. 1, 89-116 (2018).
MSC:  60F05
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### Global stability analysis of an SEIR epidemic model with vertical transmission. (English)Zbl 1442.37098

MSC:  37N25 34D23 92D30
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### Computation and analysis of the asymptotic expansions of the compound means. (English)Zbl 1411.26023

MSC:  26E60 41A60 26D15
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### A note on the convexity of ruin probabilities. (English)Zbl 1394.91221

MSC:  91B30 60K10 93E20
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### Type II family of bivariate inflated-parameter generalized power series distributions. (English)Zbl 1488.60019

MSC:  60E05 62P05

### Optimal investment-reinsurance-hybrid dividend strategies for insurance company under compound Poisson-geometric risk process. (Chinese. English summary)Zbl 1374.91049

MSC:  91B30 91G10 60J70
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MSC:  91B30
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### Gerber-Shiu discounted penalty function for compound Poisson-geometric risk model with variable premium rate. (Chinese. English summary)Zbl 1349.91140

MSC:  91B30 62P05 60K10
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### On the analysis of ruin-related quantities in the delayed renewal risk model. (English)Zbl 1348.91158

MSC:  91B30 60K10 60K05 62P05
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### Asymptotic analysis of the iterative power means. (English)Zbl 1329.26052

MSC:  26E60 40A25
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### Two limit theorems for Markov binomial distribution. (English)Zbl 1326.60029

MSC:  60F05 60J10 60E07
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### On the integrated tail of the deficit in the renewal risk model. (English)Zbl 1319.60171

MSC:  60K05 91B30
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### On the pricing of perpetual American compound options. (English)Zbl 1418.91513

Kabanov, Yuri (ed.) et al., Inspired by finance. The Musiela Festschrift. Cham: Springer. 283-304 (2014).
MSC:  91G20 60G40
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### Edgeworth type expansion of ruin probability under Lévy risk processes in the small loading asymptotics. (English)Zbl 1401.91196

MSC:  91B30 60G51 41A60
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### On the complete monotonicity of the compound geometric convolution with applications in risk theory. (English)Zbl 1401.91114

MSC:  91B30 60K10
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### Bivariate geometric distributions. (English)Zbl 1324.60007

MSC:  60E05 62P05

### On a bivariate Pólya-Aeppli distribution. (English)Zbl 1307.60006

MSC:  60E05 62P05
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### Notes on discrete compound Poisson model with applications to risk theory. (English)Zbl 1306.60050

MSC:  60G51 60J75 91G40 62P05
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### Type II bivariate Pólya-Aeppli distribution. (English)Zbl 1294.60021

MSC:  60E05 62P05
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### On asymptotic equivalence among the solutions of some defective renewal equations. (English)Zbl 1337.60222

MSC:  60K05 60F05
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### On a generalization from ruin to default in a Lévy insurance risk model. (English)Zbl 1307.91096

MSC:  91B30 60G51 60J45
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### Generalized multi-symplectic integrators for a class of Hamiltonian nonlinear wave PDEs. (English)Zbl 1291.65361

MSC:  65P10 35Q53 37M15
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### Some distributional properties of a class of counting distributions with claims analysis applications. (English)Zbl 1286.91071

MSC:  91B30 60E05 91G50
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### Joint distributions of some ruin related quantities in the compound binomial risk model. (English)Zbl 1282.91158

MSC:  91B30 62P05 60K05
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### On mixing, compounding, and tail properties of a class of claim number distributions. (English)Zbl 1281.91104

MSC:  91B30 62E10
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### A new generalized exponential geometric distribution. (English)Zbl 1274.60034

MSC:  60E05 60E10 62E10
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### Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion. (English)Zbl 1255.91179

MSC:  91B30 60H30
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MSC:  86A32
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### The proper distribution function of the deficit in the delayed renewal risk model. (English)Zbl 1277.60142

MSC:  60K05 60K10 62P05 91B30
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### Parameter estimation of geometric distribution under the compound LINEX symmetric loss function. (Chinese. English summary)Zbl 1266.93144

MSC:  93E10 62N05

### Some properties of the compound Poisson-geometric distribution. (Chinese. English summary)Zbl 1265.60023

MSC:  60E99 62E99

### Ruin probability and optimal investment and reinsurance strategy for an insurer with a compound Poisson-geometric risk process. (Chinese. English summary)Zbl 1240.91049

MSC:  91B30 93E20 62P05

### Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions. (English)Zbl 1229.91161

MSC:  91B30 60K10
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### A new discrete distribution with actuarial applications. (English)Zbl 1218.91080

MSC:  91B30 60E05 62P05 60J80
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### Maximum dissipation non-equilibrium thermodynamics and its geometric structure. (English)Zbl 1222.80001

New York, NY: Springer (ISBN 978-1-4419-7764-9/hbk; 978-1-4419-7765-6/ebook). xiv, 297 p. (2011).
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### On the DFR property of the compound geometric distribution with applications in risk theory. (English)Zbl 1231.91229

MSC:  91B30 60K05 60E15
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MSC:  60J27
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### Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. (English)Zbl 1231.91157

MSC:  91B30 60K10 62P05
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### Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts. (English)Zbl 1231.91250

MSC:  91B30 60K05 62P05
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### An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion. (English)Zbl 1226.91030

MSC:  91B30 60K10 60E15
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### Compound Poisson and signed compound Poisson approximations to the Markov binomial law. (English)Zbl 1213.60033

MSC:  60E05 62J10
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### Ludwig Burmester (1840–1927). (English)Zbl 1208.01031

Ceccarelli, Marco (ed.), Distinguished figures in mechanism and machine science. Their contributions and legacies. Part 2. Dordrecht: Springer (ISBN 978-90-481-2345-2/hbk; 978-90-481-2346-9/ebook). History of Mechanism and Machine Science 7, 43-64 (2010).
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### A geometric Brownian motion model with compound Poisson process and fractional stochastic volatility. (English)Zbl 1205.60083

MSC:  60G22 60G55
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### The probability function of a geometric Poisson distribution. (English)Zbl 1197.60008

MSC:  60E05 60C05 11P81
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### Stein’s method for compound geometric approximation. (English)Zbl 1482.62039

MSC:  62E17 60E15 60J10
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### On the ordering of ruin probabilities for the surplus process perturbed by diffusion. (English)Zbl 1224.91088

MSC:  91B30 62P05
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### A double-compound Poisson-geometric risk model and ruin probability. (Chinese. English summary)Zbl 1212.91062

MSC:  91B30 62P05

### The ruin probability for a generalized compound Poisson-geometric risk model. (Chinese. English summary)Zbl 1212.91058

MSC:  91B30 60G46

### Importance sampling for failure probabilities in computing and data transmission. (English)Zbl 1173.65005

MSC:  65C60 65C05 68M15 60F05 68M20 62P30 62F25
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### On the expectation of total discounted operating costs up to default and its applications. (English)Zbl 1173.91023

MSC:  91B30 91B70 91G20
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### Distributional properties of the negative binomial Lévy process. (English)Zbl 1170.60021

MSC:  60G51 60G50 60E07
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### Rescaled Lévy-Loewner hulls and random growth. (English)Zbl 1167.30007

MSC:  30C35 60D05 60K35
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### Ruin probability for a compound Poisson-geometric process of multi-risk model with interference. (Chinese. English summary)Zbl 1174.91525

MSC:  91B30 62P05

### Mixed exponential dispersion distributions and their applications in insurance claims. (Chinese. English summary)Zbl 1174.62319

MSC:  62E10 62P05 91B30

### The Geber-Shiu discounted penalty function in with Poisson-Geometric risk model. (Chinese. English summary)Zbl 1164.91034

MSC:  91B30 62P05

### New complexiton solutions for the (2+1)-dimensional Burgers equation. (English)Zbl 1150.35551

MSC:  35Q53 35A30

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MSC:  91B30
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### Shewhart schemes with variable sampling intervals revisited. (English)Zbl 1114.62138

MSC:  62P30 60E15 60J20
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### Design and simulation of a high-resolution superposition compound eye. (English)Zbl 1133.78301

MSC:  78A05 78A55 78A45
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### Nonexponential asymptotics for the solutions of renewal equations, with applications. (English)Zbl 1125.60090

MSC:  60K05 60K10 60K30
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### The expected discounted penalty at ruin in the risk process with random income. (English)Zbl 1158.60374

MSC:  60K20 60G40
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### On the stop-loss transform and order for the surplus process perturbed by diffusion. (English)Zbl 1147.91350

MSC:  91B30 60K05 60K10
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MSC:  91B30
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### Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models. (English)Zbl 1143.91033

MSC:  91B30 60G40 60K15
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### Optimal trend estimation in geometric asset price models. (English)Zbl 1102.62115

MSC:  62P05 62M09 46N30 91B28 62M05

### The density of the time to ruin in the classical Poisson risk model. (English)Zbl 1097.62113

MSC:  62P05 62E15 91B30
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### Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model. (English)Zbl 1188.91086

MSC:  91B30 62P05 60E05 60J10 60J20 62E10
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### The deficit at ruin in the stationary renewal risk model. (English)Zbl 1092.62115

MSC:  62P05 91B30
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### Extensions of Katz-Panjer families of discrete distributions. (English)Zbl 1076.60017

MSC:  60E10 60E07

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### Burn-in and covariates. (English. English summary)Zbl 1060.62114

MSC:  62N05 60J70 60G15
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### On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. (English)Zbl 1054.60012

MSC:  60E05 60B15 91B30
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### Symbolic calculation of the moments of the time of ruin. (English)Zbl 1087.91028

MSC:  91B30 91-04
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### On the density and moments of the time of ruin with exponential claims. (English)Zbl 1062.60007

MSC:  60E05 60E10 91B30
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### Limit theorems for the number of points of a given set covered by a random linear subspace. (English. Russian original)Zbl 1046.60010

Discrete Math. Appl. 13, No. 2, 179-188 (2003); translation from Diskretn. Mat. 15, No. 2, 128-137 (2003).
MSC:  60D05
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