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Keyword

risk process

Description: A risk process is a stochastic model of an insurer’s surplus over time, accounting for premium income, claims, and related uncertainties.
OpenAlex ID: keywords/risk-process
Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
1993 · Sean P. Meyn, R. L. Tweedie · Advances in Applied Probability · 953
Mathematical Methods in Risk Theory
1970 · Buhlmann, Hans · Springer eBooks · 718
Stochastic Processes for Insurance and Finance
1999 · Tomasz Rolski · 499
Extending the risk process to manage opportunities
2002 · David Hillson · International Journal of Project Management · 396
Random Summation: Limit Theorems and Applications
1996 · Б. В. Гнеденко, V. Yu. Korolev · 240
Risk theory in a Markovian environment
1989 · Søren Asmussen · Scandinavian Actuarial Journal · 227
On optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes
2008 · R. L. Loeffen · The Annals of Applied Probability · 216
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Ruin theory with stochastic return on investments
1997 · Jostein Paulsen, Håkon K. Gjessing · Advances in Applied Probability · 199
Subexponential asymptotics for stochastic processes: extremal behavior, stationary distributions and first passage probabilities
1998 · Søren Asmussen · The Annals of Applied Probability · 175
Risk theory in a stochastic economic environment
1993 · Jostein Paulsen · Stochastic Processes and their Applications · 156
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Explosive Poisson Shot Noise Processes with Applications to Risk Reserves
1995 · Claudia Klüppelberg, Thomas Mikosch, et al. · Bernoulli · 146
Optimal choice of dividend barriers for a risk process with stochastic return on investments
1997 · Jostein Paulsen, Håkon K. Gjessing · Insurance Mathematics and Economics · 138
Ruin probabilities for time-correlated claims in the compound binomial model
2001 · K.C. Yuen, J.Y. Guo · Insurance Mathematics and Economics · 113
Children's skin conductance reactivity as a mechanism of risk in the context of parental depressive symptoms
2007 · E. Mark Cummings, Mona El‐Sheikh, et al. · Journal of Child Psychology and Psychiatry · 110
Perseverative thought: A robust predictor of response to emotional challenge in generalized anxiety disorder and major depressive disorder
2011 · Ayelet Meron Ruscio, Allison E. Seitchik, et al. · Behaviour Research and Therapy · 108
Optimal investment for an insurer: The martingale approach
2006 · Zengwu Wang, Jianming Xia, et al. · Insurance Mathematics and Economics · 101
Tail probabilities for non-standard risk and queueing processes with subexponential jumps
1999 · Søren Asmussen, Hanspeter Schmidli, et al. · Advances in Applied Probability · 100
Cascading effects of interparental conflict in adolescence: Linking threat appraisals, self-efficacy, and adjustment
2014 · Gregory M. Fosco, Mark E. Feinberg · Development and Psychopathology · 93
Risk processes perturbed by α-stable Lévy motion
1998 · Hansjörg Furrer · Scandinavian Actuarial Journal · 93
Ruin probabilities for Erlang(2) risk processes
1998 · David C.M Dickson, Christian Hipp · Insurance Mathematics and Economics · 88
Ruin theory with compounding assets — a survey
1998 · Jostein Paulsen · Insurance Mathematics and Economics · 82
Risk Processes with Non-stationary Hawkes Claims Arrivals
2008 · Gabriele Stabile, Giovanni Luca Torrisi · Methodology And Computing In Applied Probability · 80
On Cramér-like asymptotics for risk processes with stochastic return on investments
2002 · Jostein Paulsen · The Annals of Applied Probability · 77
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Ruin probabilities and aggregrate claims distributions for shot noise Cox processes
2006 · Hansjörg Albrecher, S⊘ren Asmussen c · Scandinavian Actuarial Journal · 76
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Ruin under interest force and subexponential claims: a simple treatment
2000 · Vladimir Kalashnikov, Dimitrios Konstantinides · Insurance Mathematics and Economics · 75
Works count: 856
Citation count: 9,570
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