Interplay of insurance and financial risks in a discrete-time model with strongly regular variation

Jinzhu Li; Qihe Tang

doi:10.3150/14-bej625

Interplay of insurance and financial risks in a discrete-time model with strongly regular variation

Bernoulli ◽

10.3150/14-bej625 ◽

2015 ◽

Vol 21 (3) ◽

pp. 1800-1823 ◽

Cited By ~ 16

Author(s):

Jinzhu Li ◽

Qihe Tang

Keyword(s):

Discrete Time ◽

Regular Variation ◽

Financial Risks ◽

Time Model ◽

Discrete Time Model ◽

Strongly Regular

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Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks

Stochastic Processes and their Applications ◽

10.1016/j.spa.2003.07.001 ◽

2003 ◽

Vol 108 (2) ◽

pp. 299-325 ◽

Cited By ~ 238

Author(s):

Qihe Tang ◽

Gurami Tsitsiashvili

Keyword(s):

Discrete Time ◽

Ruin Probability ◽

Finite Horizon ◽

Financial Risks ◽

Time Model ◽

Discrete Time Model ◽

Heavy Tailed

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A New Discrete-Time Model of Fractional-Order PLL

2020 3rd International Conference on Signal Processing and Information Security (ICSPIS) ◽

10.1109/icspis51252.2020.9340137 ◽

2020 ◽

Author(s):

Reyad El-Khazali ◽

Shaher Momani ◽

Iqbal Batiha

Keyword(s):

Fractional Order ◽

Discrete Time ◽

Time Model ◽

Discrete Time Model

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Dual-Loop Frequency Synchronization and Load Regulation using a Discrete Time Model for a 7-Level Switched Capacitor WPT Rectifier

2020 IEEE 21st Workshop on Control and Modeling for Power Electronics (COMPEL) ◽

10.1109/compel49091.2020.9265670 ◽

2020 ◽

Author(s):

Spencer Cochran ◽

Daniel Costinett

Keyword(s):

Discrete Time ◽

Frequency Synchronization ◽

Switched Capacitor ◽

Time Model ◽

Discrete Time Model ◽

Load Regulation

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Trajectory control of analog servo motor with limited state information using estimated discrete time model

2013 International Conference on Robotics, Biomimetics, Intelligent Computational Systems ◽

10.1109/robionetics.2013.6743581 ◽

2013 ◽

Author(s):

Oetomo Sudjana ◽

Maclaunn Hutagalung

Keyword(s):

Discrete Time ◽

Trajectory Control ◽

Servo Motor ◽

Time Model ◽

State Information ◽

Discrete Time Model

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Non-homogeneous infinitely many sites discrete-time model with exact coalescent

Mathematical Methods in the Applied Sciences ◽

10.1002/mma.1189 ◽

2009 ◽

Vol 33 (6) ◽

pp. 713-732

Author(s):

Adam Bobrowski ◽

Marek Kimmel ◽

Małgorzata Kubalińska

Keyword(s):

Discrete Time ◽

Time Model ◽

Discrete Time Model

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Analytical Solution to A Discrete-Time Model for Dynamic Learning and Decision-Making

SSRN Electronic Journal ◽

10.2139/ssrn.3847049 ◽

2021 ◽

Author(s):

Hao Zhang

Keyword(s):

Decision Making ◽

Analytical Solution ◽

Discrete Time ◽

Dynamic Learning ◽

Time Model ◽

Discrete Time Model

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Parameter estimation for a discrete time model driven by fractional Poisson process

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2021.1973504 ◽

2021 ◽

pp. 1-26

Author(s):

Héctor Araya ◽

Natalia Bahamonde ◽

Tania Roa ◽

Soledad Torres

Keyword(s):

Parameter Estimation ◽

Poisson Process ◽

Discrete Time ◽

Time Model ◽

Discrete Time Model ◽

Model Driven ◽

Fractional Poisson Process

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System Identification of Time-delay Systems via Discrete-time Model with Non-integer Time-delay

Transactions of the Society of Instrument and Control Engineers ◽

10.9746/sicetr.53.490 ◽

2017 ◽

Vol 53 (8) ◽

pp. 490-492

Author(s):

Toshiaki HIGO ◽

Takahiro KAWAGUCHI ◽

Shuichi ADACHI

Keyword(s):

Time Delay ◽

System Identification ◽

Discrete Time ◽

Delay Systems ◽

Time Delay Systems ◽

Time Model ◽

Discrete Time Model

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Application of discrete-time model reference adaptive control to industrial robots: A computer simulation

Journal of Manufacturing Systems ◽

10.1016/0278-6125(93)90147-l ◽

1993 ◽

Vol 12 (1) ◽

pp. 65

Keyword(s):

Computer Simulation ◽

Adaptive Control ◽

Discrete Time ◽

Model Reference Adaptive Control ◽

Industrial Robots ◽

Time Model ◽

Model Reference ◽

Discrete Time Model ◽

Model Reference Adaptive

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Linearized discrete-time model of higher order Charge-Pump PLLs

2011 20th European Conference on Circuit Theory and Design (ECCTD) ◽

10.1109/ecctd.2011.6043385 ◽

2011 ◽

Author(s):

Chuang Bi ◽

Paul F. Curran ◽

Orla Feely

Keyword(s):

Discrete Time ◽

Charge Pump ◽

Higher Order ◽

Time Model ◽

Discrete Time Model

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