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Burr Distribution as an Actuarial Risk Model and the Computation of Some of Its Actuarial Quantities Related to the Probability of Ruin
(Articles)
Jagriti Das
,
Dilip C. Nath
Journal of Mathematical Finance
Vol.6 No.1
,February 29, 2016
DOI:
10.4236/jmf.2016.61019
3,540
Downloads
5,380
Views
Citations
Ruin Probability for Risk Model with Random Premiums
(Articles)
Andrzej Korzeniowski
Journal of Mathematical Finance
Vol.13 No.2
,May 25, 2023
DOI:
10.4236/jmf.2023.132011
235
Downloads
853
Views
Citations
Random Premiums Risk Process with Dividends and Investment
(Articles)
Andrzej Korzeniowski
,
Enoch J. Dangbe
Journal of Mathematical Finance
Vol.15 No.2
,May 30, 2025
DOI:
10.4236/jmf.2025.152018
44
Downloads
208
Views
Citations
Some Results on a Double Compound Poisson-Geometric Risk Model with Interference
(Articles)
Dezhi Yan
Theoretical Economics Letters
Vol.2 No.1
,February 23, 2012
DOI:
10.4236/tel.2012.21008
6,023
Downloads
9,436
Views
Citations
Ruin Probabilities and Complex Analysis
(Articles)
Andrew P. Leung
Journal of Mathematical Finance
Vol.12 No.1
,February 22, 2022
DOI:
10.4236/jmf.2022.121013
241
Downloads
1,073
Views
Citations
On Discrete Risk Process with Stochastic Premiums and Dividends Modulated by Random Discount Rates
(Articles)
Enoch J. Dangbe
,
Andrzej Korzeniowski
Journal of Mathematical Finance
Vol.14 No.4
,November 27, 2024
DOI:
10.4236/jmf.2024.144023
62
Downloads
252
Views
Citations
Total Duration of Negative Surplus for a Diffusion Surplus Process with Stochastic Return on Investments
(Articles)
Honglong You
,
Chuancun Yin
Applied Mathematics
Vol.3 No.11
,November 20, 2012
DOI:
10.4236/am.2012.311231
4,922
Downloads
6,880
Views
Citations
The Spectacular Rise and Disastrous Collapse of a Financial Scheme: The Case of Albania
(Articles)
Edlira Thanasi
,
Joseph Riotto
Open Journal of Business and Management
Vol.5 No.1
,January 24, 2017
DOI:
10.4236/ojbm.2017.51018
2,037
Downloads
5,290
Views
Citations
Closed-Form Absolute Ruin Problems of the Risk Models with State-Dependent Switched Claims
(Articles)
Yuanxun Liu
,
Dianli Zhao
Journal of Applied Mathematics and Physics
Vol.5 No.12
,December 14, 2017
DOI:
10.4236/jamp.2017.512190
741
Downloads
1,354
Views
Citations
Comparison of Ruin Probabilities in Compound Poisson Risk Model
(Articles)
Dol Nath Khanal
Open Journal of Statistics
Vol.9 No.1
,January 25, 2019
DOI:
10.4236/ojs.2019.91004
998
Downloads
2,281
Views
Citations
Discrete Time Risk Model Financed by Random Premiums
(Articles)
Andrzej Korzeniowski
Journal of Mathematical Finance
Vol.12 No.1
,February 14, 2022
DOI:
10.4236/jmf.2022.121008
237
Downloads
949
Views
Citations
Dividend Payments and Related Problems in a Markov-Dependent Insurance Risk Model under Absolute Ruin
(Articles)
Wenguang Yu
,
Yujuan Huang
American Journal of Industrial and Business Management
Vol.1 No.1
,October 20, 2011
DOI:
10.4236/ajibm.2011.11001
4,483
Downloads
9,279
Views
Citations
Markov-Dependent Risk Model with Multi-Layer Dividend Strategy and Investment Interest under Absolute Ruin
(Articles)
Bangling Li
,
Shixia Ma
Journal of Mathematical Finance
Vol.6 No.2
,March 9, 2016
DOI:
10.4236/jmf.2016.62022
2,688
Downloads
3,590
Views
Citations
Ruin Probabilities in Risk Based on a Generalized FGM Dependence Structure
(Articles)
Liyi Wen
Open Access Library Journal
Vol.3 No.5
,May 24, 2016
DOI:
10.4236/oalib.1102680
1,094
Downloads
1,917
Views
Citations
Modeling of Insurance Data through Two Heavy Tailed Distributions: Computations of Some of Their Actuarial Quantities through Simulation from Their Equilibrium Distributions and the Use of Their Convolutions
(Articles)
Dilip C. Nath
,
Jagriti Das
Journal of Mathematical Finance
Vol.6 No.3
,August 23, 2016
DOI:
10.4236/jmf.2016.63031
2,133
Downloads
3,803
Views
Citations
Effect of an Excess of Loss Reinsurance on Upper Bounds of Ruin Probabilities
(Articles)
Nguyen Quang Chung
Journal of Mathematical Finance
Vol.7 No.4
,November 29, 2017
DOI:
10.4236/jmf.2017.74053
986
Downloads
2,084
Views
Citations
Maximum Quasi-likelihood Estimation in Fractional Levy Stochastic Volatility Model
(Articles)
Jaya Prakasah Narayan Bishwal
Journal of Mathematical Finance
Vol.1 No.3
,November 8, 2011
DOI:
10.4236/jmf.2011.13008
5,508
Downloads
10,218
Views
Citations
The Markovian Regime-Switching Risk Model with Constant Dividend Barrier under Absolute Ruin
(Articles)
Wenguang Yu
,
Yujuan Huang
Journal of Mathematical Finance
Vol.1 No.3
,November 8, 2011
DOI:
10.4236/jmf.2011.13011
4,452
Downloads
8,557
Views
Citations
Estimating the Gerber-Shiu Function by Fourier Cosine Series Expansion in the Wiener-Poisson Risk Model
(Articles)
Marcelin Romeo Noumegni Kenmoe
,
Jane Akinyi Aduda
,
Mbele Bidima Martin Le Doux
Journal of Mathematical Finance
Vol.13 No.3
,July 31, 2023
DOI:
10.4236/jmf.2023.133017
185
Downloads
698
Views
Citations
Causality and Reversibility in Irreversible Time:Book Review
(Articles)
M. L. Arushanov
Journal of Quantum Information Science
Vol.2 No.1
,March 28, 2012
DOI:
10.4236/jqis.2012.21001
4,127
Downloads
7,602
Views
Citations
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