Ruin probabilities in a finite-horizon risk model with investment and reinsurance [PDF]
A finite horizon insurance model is studied where the risk/reserve process can be controlled by reinsurance and investment in the financial market. Obtaining explicit optimal solutions for the minimizing ruin probability problem is a difficult task ...
Rosario Romera, Wolfgang Runggaldier
core
Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process. [PDF]
J Inequal Appl, 2017 Zhang S, Wang D, Yu S.
europepmc +1 more source
A genome-wide analysis of simple sequence repeats in maize and the development of polymorphism markers from next-generation sequence data. [PDF]
BMC Res Notes, 2013 Qu J, Liu J.
europepmc +1 more source
The distribution of some extremum on the risk process whose income depend on the current reserve. [PDF]
Springerplus, 2016 He J, Liu Z, Zhang W.
europepmc +1 more source
Multiperiod Maximum Loss is time unit invariant. [PDF]
Springerplus, 2016 Kovacevic RM, Breuer T.
europepmc +1 more source
An Optimal Equity-Linked Pure Endowment Contract: Optimal Stochastic Control
, 2023 Amir T Payandeh, Saman Vahabi
core +1 more source
A generalization of Panjer’s recursion and numerically stable risk aggregation
, 2010 Gerhold, Stefan +5 more
core +1 more source
Equitable Selection and Representativeness of the First Advanced Medical Specialist 91B30 Class
, 1983 Abstract : The U.S. Army Medical Department has recently developed an advanced medical training course for non-commissioned officers in the 91B Medical Specialist military occupational specialty (MOS). This report documents the procedures employed by the Academy of Health Sciences in the selection of enlisted personnel for the first 91B30 Advanced ...
Ken Finstuen
exaly +3 more sources
Risk Measures and Comonotonicity: A Review
Stochastic Models, 2006 In this paper we examine and summarize properties of several well-known risk measures that can be used in the framework of setting solvency capital requirements for a risky business.
Steven Vanduffel, Jan Dhaene, R Kaas
exaly +2 more sources