FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2102235500> ?p ?o ?g. }

• W2102235500 endingPage "150" @default.
• W2102235500 startingPage "127" @default.
• W2102235500 abstract "Abstract The dual risk model assumes that the surplus of a company decreases at a constant rate over time and grows by means of upward jumps, which occur at random times and sizes. It is said to have applications to companies with economical activities involved in research and development. This model is dual to the well-known Cramér-Lundberg risk model with applications to insurance. Most existing results on the study of the dual model assume that the random waiting times between consecutive gains follow an exponential distribution, as in the classical Cramér-Lundberg risk model. We generalize to other compound renewal risk models where such waiting times are Erlang( n ) distributed. Using the roots of the fundamental and the generalized Lundberg's equations, we get expressions for the ruin probability and the Laplace transform of the time of ruin for an arbitrary single gain distribution. Furthermore, we compute expected discounted dividends, as well as higher moments, when the individual common gains follow a Phase-Type, PH( m ), distribution. We also perform illustrations working some examples for some particular gain distributions and obtain numerical results." @default.
• W2102235500 created "2016-06-24" @default.
• W2102235500 creator A5028697768 @default.
• W2102235500 creator A5073276993 @default.
• W2102235500 creator A5079093621 @default.
• W2102235500 date "2014-08-27" @default.
• W2102235500 modified "2023-09-25" @default.
• W2102235500 title "SOME ADVANCES ON THE ERLANG(<i>n</i>) DUAL RISK MODEL" @default.
• W2102235500 cites W1969773313 @default.
• W2102235500 cites W2001000935 @default.
• W2102235500 cites W2076412603 @default.
• W2102235500 cites W2089334458 @default.
• W2102235500 cites W2093850839 @default.
• W2102235500 cites W2163923780 @default.
• W2102235500 cites W2246895530 @default.
• W2102235500 cites W3121293949 @default.
• W2102235500 cites W3121472458 @default.
• W2102235500 cites W4239068482 @default.
• W2102235500 doi "https://doi.org/10.1017/asb.2014.19" @default.
• W2102235500 hasPublicationYear "2014" @default.
• W2102235500 type Work @default.
• W2102235500 sameAs 2102235500 @default.
• W2102235500 citedByCount "15" @default.
• W2102235500 countsByYear W21022355002014 @default.
• W2102235500 countsByYear W21022355002015 @default.
• W2102235500 countsByYear W21022355002016 @default.
• W2102235500 countsByYear W21022355002017 @default.
• W2102235500 countsByYear W21022355002018 @default.
• W2102235500 countsByYear W21022355002020 @default.
• W2102235500 countsByYear W21022355002021 @default.
• W2102235500 countsByYear W21022355002022 @default.
• W2102235500 countsByYear W21022355002023 @default.
• W2102235500 crossrefType "journal-article" @default.
• W2102235500 hasAuthorship W2102235500A5028697768 @default.
• W2102235500 hasAuthorship W2102235500A5073276993 @default.
• W2102235500 hasAuthorship W2102235500A5079093621 @default.
• W2102235500 hasBestOaLocation W21022355002 @default.
• W2102235500 hasConcept C10138342 @default.
• W2102235500 hasConcept C105795698 @default.
• W2102235500 hasConcept C110121322 @default.
• W2102235500 hasConcept C116168712 @default.
• W2102235500 hasConcept C120375044 @default.
• W2102235500 hasConcept C124952713 @default.
• W2102235500 hasConcept C134306372 @default.
• W2102235500 hasConcept C142362112 @default.
• W2102235500 hasConcept C145437242 @default.
• W2102235500 hasConcept C151376022 @default.
• W2102235500 hasConcept C162118730 @default.
• W2102235500 hasConcept C162324750 @default.
• W2102235500 hasConcept C183057437 @default.
• W2102235500 hasConcept C2780980858 @default.
• W2102235500 hasConcept C28826006 @default.
• W2102235500 hasConcept C29859451 @default.
• W2102235500 hasConcept C2986432223 @default.
• W2102235500 hasConcept C2987102530 @default.
• W2102235500 hasConcept C33923547 @default.
• W2102235500 hasConcept C41008148 @default.
• W2102235500 hasConcept C42383842 @default.
• W2102235500 hasConcept C55350006 @default.
• W2102235500 hasConcept C80444323 @default.
• W2102235500 hasConcept C82484044 @default.
• W2102235500 hasConcept C97937538 @default.
• W2102235500 hasConceptScore W2102235500C10138342 @default.
• W2102235500 hasConceptScore W2102235500C105795698 @default.
• W2102235500 hasConceptScore W2102235500C110121322 @default.
• W2102235500 hasConceptScore W2102235500C116168712 @default.
• W2102235500 hasConceptScore W2102235500C120375044 @default.
• W2102235500 hasConceptScore W2102235500C124952713 @default.
• W2102235500 hasConceptScore W2102235500C134306372 @default.
• W2102235500 hasConceptScore W2102235500C142362112 @default.
• W2102235500 hasConceptScore W2102235500C145437242 @default.
• W2102235500 hasConceptScore W2102235500C151376022 @default.
• W2102235500 hasConceptScore W2102235500C162118730 @default.
• W2102235500 hasConceptScore W2102235500C162324750 @default.
• W2102235500 hasConceptScore W2102235500C183057437 @default.
• W2102235500 hasConceptScore W2102235500C2780980858 @default.
• W2102235500 hasConceptScore W2102235500C28826006 @default.
• W2102235500 hasConceptScore W2102235500C29859451 @default.
• W2102235500 hasConceptScore W2102235500C2986432223 @default.
• W2102235500 hasConceptScore W2102235500C2987102530 @default.
• W2102235500 hasConceptScore W2102235500C33923547 @default.
• W2102235500 hasConceptScore W2102235500C41008148 @default.
• W2102235500 hasConceptScore W2102235500C42383842 @default.
• W2102235500 hasConceptScore W2102235500C55350006 @default.
• W2102235500 hasConceptScore W2102235500C80444323 @default.
• W2102235500 hasConceptScore W2102235500C82484044 @default.
• W2102235500 hasConceptScore W2102235500C97937538 @default.
• W2102235500 hasIssue "1" @default.
• W2102235500 hasLocation W21022355001 @default.
• W2102235500 hasLocation W21022355002 @default.
• W2102235500 hasOpenAccess W2102235500 @default.
• W2102235500 hasPrimaryLocation W21022355001 @default.
• W2102235500 hasRelatedWork W1484309206 @default.
• W2102235500 hasRelatedWork W1489392178 @default.
• W2102235500 hasRelatedWork W2102235500 @default.
• W2102235500 hasRelatedWork W2347357777 @default.
• W2102235500 hasRelatedWork W2352453684 @default.
• W2102235500 hasRelatedWork W2542104340 @default.

• next