简介：Thispaperconsidersaclassofdelayedrenewalriskprocesseswithathresholddividendstrategy.ThemainresultisanexpressionoftheGerber-ShiuexpecteddiscountedpenaltyfunctioninthedelayedrenewalriskmodelintermsofthecorrespondingGerber-Shiufunctionintheordinaryrenewalmodel.Subsequently,thisrelationshipisconsideredinmoredetailinboththestationaryrenewalriskmodelandtheruinprobability.

简介：Thegoalsofthispaperaretwofold:wedescribecommonfeaturesindatasetsfrommotorvehicleinsurancecompaniesandweinvestigateageneralstrategywhichexploitstheknowledgeofsuchfeatusres.Theresultsofthestrategyareabasistodevelopinsurancetariffs.Weuseanonparametricapproachbasedonacombinationofkernellogisticregressionandε-supportvectorregressionwhichbothhavegoodrobustnessproperties.Thestrategyisappliedtoadatasetfrommotorvehicleinsurancecompanies.

简介：Thispaperconsidersaperturbedrenewalriskprocessinwhichtheinter-claimtimeshaveaphase-typedistributionunderathresholddividendstrategy.Integro-differentialequationswithcertainboundaryconditionsforthemoment-generatingfunctionandthemthmomentofthepresentvalueofalldividendsuntilruinarederived.Explicitexpressionsfortheexpectationofthepresentvalueofalldividendsuntilruinareobtainedwhentheclaimamountdistributionisfromtherationalfamily.Finally,wepresentanexample.