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Availability of inspected systems subject to shocks - A matrix algorithmic approach

Frostig, Esther; Kenzin, Moshe - In: European Journal of Operational Research 193 (2009) 1, pp. 168-183

We examine the limiting average availability of a maintained system that deteriorates due to random shock process and as a response to its usage (wear out). System's failures are not self-announcing, hence, failures must be detected via inspection. We consider randomly occurring shocks that...

Persistent link: https://www.econbiz.de/10005240196

Ordering ruin probabilities for dependent claim streams

Frostig, Esther - In: Insurance: Mathematics and Economics 32 (2003) 1, pp. 93-114

Persistent link: https://www.econbiz.de/10005374920

Monotonicity results for portfolios with heterogeneous claims arrival processes

Frostig, Esther; Denuit, Michel - In: Insurance: Mathematics and Economics 38 (2006) 3, pp. 484-494

Persistent link: https://www.econbiz.de/10005374925

A comparison between homogeneous and heterogeneous portfolios

Frostig, Esther - In: Insurance: Mathematics and Economics 29 (2001) 1, pp. 59-71

Persistent link: https://www.econbiz.de/10005374935

The expected time to ruin in a risk process with constant barrier via martingales

Frostig, Esther - In: Insurance: Mathematics and Economics 37 (2005) 2, pp. 216-228

Persistent link: https://www.econbiz.de/10005375142

Properties of the power family of fractional age approximations

Frostig, Esther - In: Insurance: Mathematics and Economics 33 (2003) 1, pp. 163-171

Persistent link: https://www.econbiz.de/10005375214

Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals

Frostig, Esther - In: Insurance: Mathematics and Economics 29 (2001) 3, pp. 319-332

Persistent link: https://www.econbiz.de/10005375402

Analysis of heterogeneous endowment policies portfolios under fractional approximations

Dahan, Merav; Frostig, Esther; Langberg, Naftali A. - In: Insurance: Mathematics and Economics 33 (2003) 3, pp. 567-584

Persistent link: https://www.econbiz.de/10005375517

Insurance contracts portfolios with heterogenous insured ages

Dahan, Merav; Frostig, Esther; Langberg, Naftali A. - In: Insurance: Mathematics and Economics 35 (2004) 1, pp. 137-153

Persistent link: https://www.econbiz.de/10005380696

Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure

Frostig, Esther; Zaks, Yaniv; Levikson, Benny - In: Insurance: Mathematics and Economics 40 (2007) 3, pp. 459-467

Persistent link: https://www.econbiz.de/10005380754