17 results
A dual risk model with additive and proportional gains: ruin probability and dividends
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- Advances in Applied Probability / Volume 55 / Issue 2 / June 2023
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- 08 February 2023, pp. 549-580
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- June 2023
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A reinsurance risk model with a threshold coverage policy: the Gerber–Shiu penalty function
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- Journal of Applied Probability / Volume 54 / Issue 1 / March 2017
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- 04 April 2017, pp. 267-285
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- March 2017
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The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process
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- Journal of Applied Probability / Volume 52 / Issue 3 / September 2015
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- 30 March 2016, pp. 665-687
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- September 2015
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A Markov Additive Risk Process with a Dividend Barrier
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- Advances in Applied Probability / Volume 45 / Issue 2 / June 2013
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- 22 February 2016, pp. 451-489
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- June 2013
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Stochastic Comparisons of Symmetric Supermodular Functions of Heterogeneous Random Vectors
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- Journal of Applied Probability / Volume 50 / Issue 2 / June 2013
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- 30 January 2018, pp. 464-474
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- June 2013
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Optimal Allocation of Machines to Distinguishable Repairmen in Order to Maximize Some Reward Functions
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- Probability in the Engineering and Informational Sciences / Volume 9 / Issue 4 / October 1995
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- 27 July 2009, pp. 633-645
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A Note on Stochastic Scheduling on a Single Machine Subject to Breakdown–The Preemptive Repeat Model
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- Probability in the Engineering and Informational Sciences / Volume 5 / Issue 3 / July 1991
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- 27 July 2009, pp. 349-354
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On Risk Model with Dividends Payments Perturbed by a Brownian Motion – An Algorithmic Approach
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- ASTIN Bulletin: The Journal of the IAA / Volume 38 / Issue 1 / May 2008
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- 17 April 2015, pp. 183-206
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- May 2008
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COMPARISON OF DEPENDENCE IN FACTOR MODELS WITH APPLICATION TO CREDIT RISK PORTFOLIOS
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- Probability in the Engineering and Informational Sciences / Volume 22 / Issue 1 / January 2008
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- 18 December 2007, pp. 151-160
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Optimal Pricing of a Heterogeneous Portfolio for a Given Risk Level
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- ASTIN Bulletin: The Journal of the IAA / Volume 36 / Issue 1 / May 2006
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- 17 April 2015, pp. 161-185
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- May 2006
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On the expected time to ruin and the expected dividends when dividends are paid while the surplus is above a constant barrier
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- Journal of Applied Probability / Volume 42 / Issue 3 / September 2005
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- 14 July 2016, pp. 595-607
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- September 2005
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Upper bounds on the expected time to ruin and on the expected recovery time
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- Advances in Applied Probability / Volume 36 / Issue 2 / June 2004
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- 01 July 2016, pp. 377-397
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- June 2004
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Analysis of R-out-of-N repairable systems: the case of phase-type distributions
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- Advances in Applied Probability / Volume 36 / Issue 1 / March 2004
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- 01 July 2016, pp. 116-138
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- March 2004
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THE DEFERRAL OPTION IN LONG-TERM-CARE INSURANCE
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- Probability in the Engineering and Informational Sciences / Volume 16 / Issue 1 / January 2002
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- 11 January 2002, pp. 101-119
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OPTIMAL REPAIR OF A SERIES SYSTEM WITH FIXED REPAIR TIMES
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- Probability in the Engineering and Informational Sciences / Volume 13 / Issue 4 / October 1999
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- 01 October 1999, pp. 477-487
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Stochastic comparisons for fork-join queues with exponential processing times
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- Journal of Applied Probability / Volume 34 / Issue 2 / June 1997
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- 14 July 2016, pp. 487-497
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- June 1997
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Optimal policies for machine repairmen problems
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- Journal of Applied Probability / Volume 30 / Issue 3 / September 1993
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- 14 July 2016, pp. 703-715
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- September 1993
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