Gerber-Shiu Penalty Function - Articles - Scientific Research Publishing

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 1,777 Downloads 3,132 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
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 1,059 Views Citations
Dividend Payments with a Hybrid Strategy in the Compound Poisson Risk Model (Articles)

Peng Li, Chuancun Yin, Ming Zhou

Applied Mathematics Vol.5 No.13, July 14, 2014

DOI: 10.4236/am.2014.513187 3,362 Downloads 4,935 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 2,807 Downloads 3,951 Views Citations
Integro-Differential Equations for a Jump-Diffusion Risk Process with Dependence between Claim Sizes and Claim Intervals (Articles)

Heli Gao

Journal of Applied Mathematics and Physics Vol.4 No.11, November 22, 2016

DOI: 10.4236/jamp.2016.411205 1,551 Downloads 2,789 Views Citations
On a Compound Poisson Risk Model Perturbed by Brownian Motion with Variable Premium and Tail Dependence between Claims Amounts and Inter-Claim Time (Articles)

Delwendé Abdoul-Kabir Kafando, Kiswendsida Mahamoudou Ouedraogo, Pierre Clovis Nitiema

Open Journal of Statistics Vol.14 No.1, February 2, 2024

DOI: 10.4236/ojs.2024.141001 258 Downloads 994 Views Citations
Analyzing Bankruptcy Probability under Partial Shareholder Payments and Dependent Claims via Spearman Copula (Articles)

Kiswendsida Mahamoudou Ouedraogo, Delwendé Abdoul-Kabir Kafando, Lassané Sawadogo, François Xavier Ouedraogo, Pierre Clovis Nitiema

Journal of Mathematical Finance Vol.14 No.1, January 17, 2024

DOI: 10.4236/jmf.2024.141002 262 Downloads 1,039 Views Citations
Analysis of the Ruin Probability of a Hawkes Process with Variable Memory under Partial Payments to Shareholders and Dependent on Claims via the Spearman Copula (Articles)

Souleymane Badini

Journal of Applied Mathematics and Physics Vol.13 No.10, October 28, 2025

DOI: 10.4236/jamp.2025.1310190 63 Downloads 262 Views Citations
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 3,453 Downloads 5,158 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 1,171 Downloads 3,712 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 389 Downloads 1,363 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 1,463 Downloads 4,150 Views Citations
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 4,688 Downloads 8,589 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 5,747 Downloads 11,610 Views Citations
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 2,178 Downloads 4,713 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 1,120 Downloads 2,682 Views Citations
The Cost Functional and Its Gradient in Optimal Boundary Control Problem for Parabolic Systems (Articles)

Mohamed A. El-Sayed, Moustafa M. Salama, M. H. Farag, Fahad B. Al-Thobaiti

Open Journal of Optimization Vol.6 No.1, March 23, 2017

DOI: 10.4236/ojop.2017.61003 1,755 Downloads 3,147 Views Citations
Estimating Ocean Chlorophyll Using the Penalized Three Dimensional (3D) Blending Technique (Articles)

Mathias A. Onabid, Simon Wood

Open Journal of Marine Science Vol.8 No.3, July 18, 2018

DOI: 10.4236/ojms.2018.83021 971 Downloads 1,964 Views Citations
Decrease of the Penalty Parameter in Differentiable Penalty Function Methods (Articles)

Roohollah Aliakbari Shandiz, Emran Tohidi

Theoretical Economics Letters Vol.1 No.1, June 1, 2011

DOI: 10.4236/tel.2011.11003 4,322 Downloads 9,488 Views Citations
Introspections and Suggestions on the Amount Fixing of Administrative Penalty for Environmental Pollution (Articles)

Xiaohong Zheng

Computational Water, Energy, and Environmental Engineering Vol.2 No.2B, June 13, 2013

DOI: 10.4236/cweee.2013.22B010 5,313 Downloads 7,843 Views Citations

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