Results 11 to 20 of about 1,893,403 (332)
Journal of Inequalities and Applications, 2017 In this paper, we consider a size-dependent renewal risk model with stopping time claim-number process. In this model, we do not make any assumption on the dependence structure of claim sizes and inter-arrival times.
Shuo Zhang, Dehui Wang, Shi-hang Yu
semanticscholar +3 more sources
Optimal excess-of-loss reinsurance for stochastic factor risk models [PDF]
Risks, 2019 We study the optimal excess-of-loss reinsurance problem when both the intensity of the claims arrival process and the claim size distribution are influenced by an exogenous stochastic factor.
Brachetta, Matteo, Ceci, Claudia
core +5 more sources
On a conjecture related to the ruin probability for nonhomogeneous insurance claims
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2015 Recently, nonhomogeneous claim sizes have been considered in the actuarial literature starting from the fact that the claims are seasonally influenced by the economic environment. In this context, Raducan et al.
R. Vernic
semanticscholar +2 more sources
On the Moments and the Distribution of Aggregate Discounted Claims in a Markovian Environment
Risks, 2018 This paper studies the moments and the distribution of the aggregate discounted claims (ADCs) in a Markovian environment, where the claim arrivals, claim amounts, and forces of interest (for discounting) are influenced by an underlying Markov process ...
Shuanming Li, Yi Lu
semanticscholar +3 more sources
Some specific density functions of aggregated discounted claims with dependent risks
Results in Applied Mathematics, 2021 This paper obtains some specific density functions for aggregated discounted claims where the claim amounts are dependent, or the inter-claim times are dependent, or the claim amounts and the claim arrival process are both dependent.
Zhehao Zhang, Gemai Chen
doaj +1 more source
Risk of psychosis among migrants to the Netherlands by time since arrival
Psychological Medicine, 2022 Background The high risk of psychosis among migrants is often attributed to social stressors in the host country. We examined whether the relative risk of psychosis among migrants is low on arrival and increases thereafter.
F. Termorshuizen, J. Selten
semanticscholar +1 more source
Signa Vitae, 2021 Objectives: The aim of the current work was to evaluate the frequency and the type of cases of medical liability from a single center in the first ten months of the pandemic as well as to identify critical issues associated with the organization of ...
Matteo Nioi +5 more
semanticscholar +1 more source
IATSS Research, 2023 In this study, we develop a system to provide information on the sterilization of baggage carts and arriving passenger baggage to airport (Hereafter referred as arrival baggage) by using ultraviolet (UV) sterilization and information communication ...
Tetsuya Manabe +6 more
doaj +1 more source
Ruin and Deficit Under Claim Arrivals with the Order Statistics Property [PDF]
Methodology and Computing in Applied Probability, 2018 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Dimitrova, D. S. +2 more
openaire +2 more sources
Families of sequential priority rules and random arrival rules with withdrawal limits
Mathematical Social Sciences, 2021 This paper deals with extensions of the family of sequential priority rules and the random arrival rule for bankruptcy problems when withdrawal limits are fixed by an arbitrator. We assume two approaches to limit withdrawals.
J. Sánchez-Soriano
semanticscholar +1 more source