Delay-Dependent Robust Stability Analysis for Premium-Reserve Models in an Arbitrary Regime Switching Discrete-Time Framework-Reference-Cited by-同舟云学术

Delay-Dependent Robust Stability Analysis for Premium-Reserve Models in an Arbitrary Regime Switching Discrete-Time Framework

Published:2019-06 Issue:2 Volume:5 Page:04019003
ISSN:2376-7642
Container-title:ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part A: Civil Engineering
language:en
Short-container-title:ASCE-ASME J. Risk Uncertainty Eng. Syst., Part A: Civ. Eng.

Author:

Li Rong¹,Pantelous Athanasios A.²,Yang Lin¹

Affiliation:

1. Lecturer, Dept. of Mathematical Sciences, Xi’an Jiaotong-Liverpool Univ., Suzhou 215123, China.

2. Associate Professor, Dept. of Econometrics and Business Statistics, Monash Business School, Monash Univ., Wellington Rd., Clayton Campus, VIC 3800, Australia (corresponding author).

Publisher

American Society of Civil Engineers (ASCE)

Subject

Safety, Risk, Reliability and Quality,Building and Construction,Civil and Structural Engineering

Link

http://ascelibrary.org/doi/pdf/10.1061/AJRUA6.0001008

Reference47 articles.

1. Dynamic response of insurance systems with delayed profit/loss sharing feedback to isolated unpredicted claims

2. Control of insurance systems with delayed profit/loss sharing feedback and persisting unpredicted claims

3. Non-cooperative dynamic games for general insurance markets

4. The theory of risk;Borch K.;J. R. Stat. Soc. Ser. B,1967

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1. Robust analysis for premium-reserve models in a stochastic nonlinear discrete-time varying framework;Journal of Computational and Applied Mathematics;2020-04

2. Robust Analysis for Premium-Reserve Models in a Stochastic Nonlinear Discrete-Time Varying Framework;SSRN Electronic Journal;2018