Results
author = "Yang, H"
On the absolute ruin in a MAP risk model with debit interest
Description :
In this paper we consider a risk model where claims arrive according to a Markovian arrival process (MAP). When the surplus becomes negative or the insurer is in deficit, the insurer could borrow money at a constant debit interest rate to repay the claims. We derive the integro-differential equation...
Repository :
The HKU Scholars Hub
Language(s) :
English
On a Sparre Andersen Risk Model with Time-Dependent Claim Sizes and Jump-Diffusion Perturbation
Description :
In this paper, we consider a Sparre Andersen risk model where the interclaim time and claim size follow some bivariate distribution. Assuming that the risk model is also perturbed by a jump-diffusion process, we study the Gerber-Shiu functions when ruin is due to a claim or the jump-diffusion proces...
Repository :
The HKU Scholars Hub
Language(s) :
English
Historical mercury contamination in sediments and catchment soils of Diss Mere, UK
Author(s) :
Yang, H
Description :
A 5.3 m sediment core and soil samples were taken from Diss Mere and its catchment. The sediment core was dated and Hg analysed on the sediment and soil samples. The Hg record of the sediment core shows that Diss Mere has been contaminated for the past thousand years and the historical trends in sed...
Repository :
UCL Eprints
Language(s) :
Undetermined