paper-with-me

홈 › Papers

Phase-type Approximation of the Gerber-Shiu Function

2017-01-10

The Gerber-Shiu function provides a way of measuring the risk of an insurance company. It is given by the expected value of a function that depends on the ruin time, the deficit at ruin, and the surplus prior to ruin. Its computation requires the evaluation of the overshoot/undershoot distributions of the surplus process at ruin. In this paper, we use the recent developments of the fluctuation theory and approximate it in a closed form by fitting the underlying process by phase-type Levy processes. A sequence of numerical results are given.

📄 PDF Abstract BibTeX arXiv:1701.02798

Code (0)

등록된 구현이 없습니다.

Tasks

Vocal Bursts Type Prediction

Similar Papers 제목 키워드 기반

The Gerber-Shiu discounted penalty function: A review from practical perspectives

2022-03-21 · Yue He, Reiichiro Kawai, Yasutaka Shimizu, Kazutoshi Yamazaki

The Gerber-Shiu function provides a unified framework for the evaluation of a variety of risk quantities. Ever since its establishment, it has attracted constantly increasing interests in actuarial science, whereas the c…

Survey

The Gerber-Shiu Expected Discounted Penalty Function: An Application to Poverty Trapping

2024-02-18 · José Miguel Flores-Contró

In this article, we consider a risk process to model the capital of a household. Our work focuses on the analysis of the trapping time of such a process, where trapping occurs when a household's capital level falls into …

Generalized Expected Discounted Penalty Function at General Drawdown for Lévy Risk Processes

2019-06-03 · Wenyuan Wang, Ping Chen, Shuanming Li

This paper considers an insurance surplus process modeled by a spectrally negative L\'{e}vy process. Instead of the time of ruin in the traditional setting, we apply the time of drawdown as the risk indicator in this pap…

Pricing Temperature Derivatives under a Time-Changed Levy Model

2020-05-29 · Pablo Olivares

The objective of the paper is to price weather contracts using temperature as the underlying process when the later follows a mean-reverting dynamics driven by a time-changed Brownian motion coupled to a Gamma Levy subor…

Reinsurance with neural networks

2024-08-12 · Aleksandar Arandjelović, Julia Eisenberg

We consider an insurance company which faces financial risk in the form of insurance claims and market-dependent surplus fluctuations. The company aims to simultaneously control its terminal wealth (e.g. at the end of an…