The Satisfactory Partition problem consists in deciding if a given graph has a partition of its vertex set into two nonempty sets V1, V2 such that for each vertex v, if v ∈ Vi then dVi(v) ≥ s(v), where s(v) ≤ d(v) is a given integer-valued function. This problem was introduced by Gerber and Kobler [EJOR 125 (2000), 283–291] for s = ⌈ d 2 ⌉. In this paper we study the complexity of this problem ...

In this article, we study the discounted penalty at ruin in a perturbed compound Poisson model with two-sided jumps. We show that it satisfies a renewal equation under suitable conditions and consider an application of this renewal equation to study some perpetual American options. In particular, our renewal equation gives a generalization of the renewal equation in Gerber and Landry [2] where ...

Professors Hwang, Chang and Wu are to be congratulated for this interesting paper. The authors study ex ante insurance guaranty schemes. In particular, capital forbearance mechanism and stochastic interest rate are incorporated in their model, and an explicit formula for the risk-based premium of the insurance guaranty fund is derived. I am especially interested in Section 2.3 and Appendix A. I...

In this article, we consider an insurance risk model where the claim and premium processes follow some time series models+ We first consider the model proposed in Gerber @2,3#; then a model with dependent structure between premium and claim processes modeled by using Granger’s causal model is considered+ By using some martingale arguments, Lundberg-type upper bounds for the ruin probabilities u...

The study focused on the comparison between mechanical and computerized registration methods used by the two selected kinematic facebows. The material consisted of 35 women aged 18 to 35, studied using the Gerber Dynamic Facebow and the computerized ARCUSdigma II axiograph. To compare the devices the condylar path inclination (CPI) was recorded according to the Camper's line, enabling the acqui...

Mutational studies were previously carried out at the omega site intact cells (Micanovic, R., L. Gerber, J. Berger, K. Kodukula, and S. Udenfriend. 1990. Proc. Natl. Acad. Sci. USA. 87:157-161; Micanovic R., K. Kodukula, L. Gerber, and S. Udenfriend. 1990. Proc. Natl. Acad. Sci. USA: 87:7939-7943) and at the omega + 1 and omega + 2 sites in a cell-free system (Gerber, L., K. Kodukula, and S. Ud...

We analyze the general Lévy insurance risk process for Lévy measures in the convolution equivalence class S(α), α > 0, via a new kind of path decomposition. This yields a very general functional limit theorem as the initial reserve level u → ∞, and a host of new results for functionals of interest in insurance risk. Particular emphasis is placed on the time to ruin, which is shown to have a pro...