Matches in SemOpenAlex for { <https://semopenalex.org/work/W2056871992> ?p ?o ?g. }
Showing items 1 to 88 of
88
with 100 items per page.
- W2056871992 abstract "Under a regulation imposed by a regulatory authority, a general risk model is studied with stationary independent increments. The regulatory authority's problem is to exercise a regulation barrier and penalties to protect the insured with minimum cost. For an insurance firm with the given regulation, it has to maximize its long run average profit per unit time by seeking an investment-dividend policy. By use of a numerical collocation method of Volterra integral equations, we investigate a joint insurance firm-regulatory authority problem, which is in the concept of Stackelberg strategies in game theory. The resulting values of the optimal control are compared numerically for two types of claim distributions." @default.
- W2056871992 created "2016-06-24" @default.
- W2056871992 creator A5027845920 @default.
- W2056871992 creator A5040975412 @default.
- W2056871992 creator A5084629689 @default.
- W2056871992 date "2010-01-01" @default.
- W2056871992 modified "2023-09-23" @default.
- W2056871992 title "Optimal Numerical Control of Volterra Integral Equations for a Regulated Risk Model" @default.
- W2056871992 cites W1511170401 @default.
- W2056871992 cites W1983363627 @default.
- W2056871992 cites W2020623964 @default.
- W2056871992 cites W2037007317 @default.
- W2056871992 cites W2073175696 @default.
- W2056871992 cites W2079708759 @default.
- W2056871992 cites W2110946646 @default.
- W2056871992 cites W2120558174 @default.
- W2056871992 cites W2169134514 @default.
- W2056871992 cites W2314865087 @default.
- W2056871992 doi "https://doi.org/10.1109/ccie.2010.106" @default.
- W2056871992 hasPublicationYear "2010" @default.
- W2056871992 type Work @default.
- W2056871992 sameAs 2056871992 @default.
- W2056871992 citedByCount "0" @default.
- W2056871992 crossrefType "proceedings-article" @default.
- W2056871992 hasAuthorship W2056871992A5027845920 @default.
- W2056871992 hasAuthorship W2056871992A5040975412 @default.
- W2056871992 hasAuthorship W2056871992A5084629689 @default.
- W2056871992 hasConcept C10138342 @default.
- W2056871992 hasConcept C116168712 @default.
- W2056871992 hasConcept C126255220 @default.
- W2056871992 hasConcept C134306372 @default.
- W2056871992 hasConcept C144237770 @default.
- W2056871992 hasConcept C162324750 @default.
- W2056871992 hasConcept C175444787 @default.
- W2056871992 hasConcept C181622380 @default.
- W2056871992 hasConcept C187736073 @default.
- W2056871992 hasConcept C199510392 @default.
- W2056871992 hasConcept C21965488 @default.
- W2056871992 hasConcept C27016315 @default.
- W2056871992 hasConcept C2775924081 @default.
- W2056871992 hasConcept C33923547 @default.
- W2056871992 hasConcept C41008148 @default.
- W2056871992 hasConcept C47446073 @default.
- W2056871992 hasConcept C91575142 @default.
- W2056871992 hasConceptScore W2056871992C10138342 @default.
- W2056871992 hasConceptScore W2056871992C116168712 @default.
- W2056871992 hasConceptScore W2056871992C126255220 @default.
- W2056871992 hasConceptScore W2056871992C134306372 @default.
- W2056871992 hasConceptScore W2056871992C144237770 @default.
- W2056871992 hasConceptScore W2056871992C162324750 @default.
- W2056871992 hasConceptScore W2056871992C175444787 @default.
- W2056871992 hasConceptScore W2056871992C181622380 @default.
- W2056871992 hasConceptScore W2056871992C187736073 @default.
- W2056871992 hasConceptScore W2056871992C199510392 @default.
- W2056871992 hasConceptScore W2056871992C21965488 @default.
- W2056871992 hasConceptScore W2056871992C27016315 @default.
- W2056871992 hasConceptScore W2056871992C2775924081 @default.
- W2056871992 hasConceptScore W2056871992C33923547 @default.
- W2056871992 hasConceptScore W2056871992C41008148 @default.
- W2056871992 hasConceptScore W2056871992C47446073 @default.
- W2056871992 hasConceptScore W2056871992C91575142 @default.
- W2056871992 hasLocation W20568719921 @default.
- W2056871992 hasOpenAccess W2056871992 @default.
- W2056871992 hasPrimaryLocation W20568719921 @default.
- W2056871992 hasRelatedWork W2003342838 @default.
- W2056871992 hasRelatedWork W2048549856 @default.
- W2056871992 hasRelatedWork W2080032616 @default.
- W2056871992 hasRelatedWork W2090243306 @default.
- W2056871992 hasRelatedWork W2125854305 @default.
- W2056871992 hasRelatedWork W2249986436 @default.
- W2056871992 hasRelatedWork W2352443475 @default.
- W2056871992 hasRelatedWork W2367879795 @default.
- W2056871992 hasRelatedWork W2388836292 @default.
- W2056871992 hasRelatedWork W2389200745 @default.
- W2056871992 hasRelatedWork W2783509402 @default.
- W2056871992 hasRelatedWork W2787582544 @default.
- W2056871992 hasRelatedWork W2950967883 @default.
- W2056871992 hasRelatedWork W2963287937 @default.
- W2056871992 hasRelatedWork W2989189835 @default.
- W2056871992 hasRelatedWork W2996857011 @default.
- W2056871992 hasRelatedWork W303652841 @default.
- W2056871992 hasRelatedWork W3099869240 @default.
- W2056871992 hasRelatedWork W3125730104 @default.
- W2056871992 hasRelatedWork W2108157675 @default.
- W2056871992 isParatext "false" @default.
- W2056871992 isRetracted "false" @default.
- W2056871992 magId "2056871992" @default.
- W2056871992 workType "article" @default.