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...

In the compound Poisson insurance risk model under a dividend barrier strategy, this paper aims to analyze jointly the aggregate discounted claim amounts until ruin and the total discounted dividends until ruin, which represent the insurer’s payments to its policyholders and shareholders, respectively. To this end, we introduce a Gerber–Shiu-type function, which further incorporates the higher ...

For a general penalty function, the expected discounted penalty at ruin was considered by, for example, Gerber and Shiu(1998) and Gerber and Landry (1998) in insurance literature. On the other hand, many pricing functionals in mathematical finance(e.g., options pricing, credit risk modelling) can be formulated in terms of expected discounted penalties. Under the assumption that the asset value ...

Introduction Full dentures should restore the patient's appearance, allow him to masticate his food efficiently and speak naturally. Accordingly, dentures must be stable in use with good adaptation to the underlying tissues and be in harmony with the temporomandibular joints. Whist all the factors governing alveolar bone resorption are not fully known, most authorities agree that unstable dentu...