Dependent Insurance Risk Model: Deterministic Threshold

Threshold harvesting policy and delayed ratio-dependent functional response predator-prey model

This paper deals with a delayed ratio-dependent functional response predator-prey model with a threshold harvesting policy. We study the equilibria of the system before and after the threshold. We show that the threshold harvesting can improve the undesirable behavior such as nonexistence of interior equilibria. The global analysis of the model as well as boundedness and permanence properties a...

Varinace-Based Sensitivity Analysis of Deterministic Model

‎The study of many scientific and natural phenomena in laboratory condition is sometimes impossible‎, ‎therefore theire expresed by mathemathical models and simulated by complex computer models (codes)‎. ‎Running a computer model with different inputs is called a computer expriment‎. ‎Statistical issues allocated a wide range of applications for computer expriment to itself‎. ‎In this paper‎, ‎...

Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks

Ruin Probabilities in a Dependent Discrete-Time Risk Model With Gamma-Like Tailed Insurance Risks

This paper considered a dependent discrete-time risk model, in which the insurance risks are represented by a sequence of independent and identically distributed real-valued random variables with a common Gamma-like tailed distribution; the financial risks are denoted by another sequence of independent and identically distributed positive random variables with a finite upper endpoint, but a gen...

Dividend Payments and Related Problems in a Markov-Dependent Insurance Risk Model under Absolute Ruin

In this paper, we study the dividend payments prior to absolute ruin in a Markov-dependent risk process in which the claim occurrence and the claim amount are regulated by an external discrete time Markov chain. A system of integrodifferential equations with boundary conditions satisfied by the moment-generating function, the nth moment of the discounted dividend payments prior to absolute ruin...