Expected Discounted Penalty Function - Articles - Scientific Research Publishing

Moments of Discounted Dividend Payments in the Sparre Andersen Model with a Constant Dividend Barrier (Articles)

Jiyang Tan, Lin Xiao, Shaoyue Liu, Xiangqun Yang

Applied Mathematics Vol.2 No.4, March 31, 2011

DOI: 10.4236/am.2011.24056 4,690 Downloads 8,596 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 272 Downloads 1,052 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 147 Downloads 627 Views Citations
The Expected Discounted Tax Payments on Dual Risk Model under a Dividend Threshold (Articles)

Zhang Liu, Aili Zhang, Canhua Li

Open Journal of Statistics Vol.3 No.2, April 30, 2013

DOI: 10.4236/ojs.2013.32015 3,190 Downloads 5,784 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 129 Downloads 566 Views Citations
Analytical Models for Delivery Performance of a Supplier or a Service Provider (Articles)

M. Chandra Paul, A. Vinaya Babu, D. Mallikarjuna Reddy, Malla Reddy Perati

American Journal of Industrial and Business Management Vol.3 No.6A, October 29, 2013

DOI: 10.4236/ajibm.2013.36A005 3,972 Downloads 6,659 Views Citations
This article belongs to the Special Issue on
A Penalty Function Algorithm with Objective Parameters and Constraint Penalty Parameter for Multi-Objective Programming (Articles)

Zhiqing Meng, Rui Shen, Min Jiang

American Journal of Operations Research Vol.4 No.6, October 9, 2014

DOI: 10.4236/ajor.2014.46032 3,455 Downloads 5,166 Views Citations
Stability Estimation for Markov Control Processes with Discounted Cost (Articles)

Jaime Eduardo Martínez-Sánchez

Applied Mathematics Vol.11 No.6, June 22, 2020

DOI: 10.4236/am.2020.116036 650 Downloads 2,094 Views Citations
Asymptotic Evaluations of the Stability Index for a Markov Control Process with the Expected Total Discounted Reward Criterion (Articles)

Jaime Eduardo Martínez-Sánchez

American Journal of Operations Research Vol.11 No.1, January 28, 2021

DOI: 10.4236/ajor.2021.111004 533 Downloads 1,570 Views Citations
A Smoothing Penalty Function Method for the Constrained Optimization Problem (Articles)

Bingzhuang Liu

Open Journal of Optimization Vol.8 No.4, December 4, 2019

DOI: 10.4236/ojop.2019.84010 1,174 Downloads 3,727 Views Citations
A New Unified Path to Smoothing Nonsmooth Exact Penalty Function for the Constrained Optimization (Articles)

Bingzhuang Liu

Open Journal of Optimization Vol.10 No.3, August 12, 2021

DOI: 10.4236/ojop.2021.103005 392 Downloads 1,368 Views Citations
A Continuous Approach to Binary Quadratic Problems (Articles)

Zhi Liu, Zhensheng Yu, Yunlong Wang

Journal of Applied Mathematics and Physics Vol.6 No.8, August 29, 2018

DOI: 10.4236/jamp.2018.68147 1,465 Downloads 4,163 Views Citations
Expected Shortfall Semi-Scale T-Distribution M-Estimator (Articles)

R. Douglas Martin, Shengyu Zhang

Journal of Mathematical Finance Vol.13 No.4, November 30, 2023

DOI: 10.4236/jmf.2023.134029 332 Downloads 1,164 Views Citations
Some Likelihood Based Properties in Large Samples: Utility and Risk Aversion, Second Order Prior Selection and Posterior Density Stability (Articles)

Michael Brimacombe

Open Journal of Statistics Vol.6 No.6, December 2, 2016

DOI: 10.4236/ojs.2016.66084 1,546 Downloads 3,068 Views Citations
An Objective Penalty Functions Algorithm for Multiobjective Optimization Problem (Articles)

Zhiqing Meng, Rui Shen, Min Jiang

American Journal of Operations Research Vol.1 No.4, December 5, 2011

DOI: 10.4236/ajor.2011.14026 5,753 Downloads 11,590 Views Citations
Gerber Shiu Function of Markov Modulated Delayed By-Claim Type Risk Model with Random Incomes (Articles)

G. Shija, M. J. Jacob

Journal of Mathematical Finance Vol.6 No.4, September 30, 2016

DOI: 10.4236/jmf.2016.64039 1,778 Downloads 3,138 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
A New Augmented Lagrangian Objective Penalty Function for Constrained Optimization Problems (Articles)

Ying Zheng, Zhiqing Meng

Open Journal of Optimization Vol.6 No.2, May 19, 2017

DOI: 10.4236/ojop.2017.62004 2,179 Downloads 4,723 Views Citations
Numerical Simulation Using GEM for the Optimization Problem as a System of FDEs (Articles)

Mohamed Adel, Mohamed M. Khader

Applied Mathematics Vol.8 No.12, December 14, 2017

DOI: 10.4236/am.2017.812126 1,121 Downloads 2,693 Views Citations
Confidence Intervals for the Binomial Proportion: A Comparison of Four Methods (Articles)

Luke Akong’o Orawo

Open Journal of Statistics Vol.11 No.5, October 15, 2021

DOI: 10.4236/ojs.2021.115047 1,303 Downloads 7,466 Views Citations
The Expected Value of a Fuzzy Number (Articles)

Mohamed Shenify, Fokrul Alom Mazarbhuiya

International Journal of Intelligence Science Vol.5 No.1, December 22, 2014

DOI: 10.4236/ijis.2015.51001 4,664 Downloads 6,210 Views Citations

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