Results 271 to 280 of about 1,893,403 (332)
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Footprints support claim of early arrival in the Americas
Science, 2021If dates hold, tracks would put people in New Mexico at the peak of the ice age, thousands of years earlier than ...
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Pricing catastrophe options with stochastic claim arrival intensity in claim time
Journal of Banking & Finance, 2010Abstract We model claim arrival and loss uncertainties jointly in a doubly-binomial framework to price an Asian-style catastrophe (CAT) option with a non-traded underlying loss index using the no-arbitrage martingale pricing methodology. We span these uncertainties by benchmarking to the shadow price of a one-claim bond and the premium of a ...
Carolyn W. Chang +2 more
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Ruin Probabilities for Risk Models with Ordered Claim Arrivals
Methodology and Computing in Applied Probability, 2013zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lefèvre, Claude, Picard, Philippe
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Communications in Statistics - Theory and Methods, 2020
The purpose of this article is to estimate the ruin probability at a future time Tτ past a truncated time τ before which ruin has not occurred.
M. S. Aminzadeh, Min Deng
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The purpose of this article is to estimate the ruin probability at a future time Tτ past a truncated time τ before which ruin has not occurred.
M. S. Aminzadeh, Min Deng
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Acta Mathematica Hungarica, 2023
The paper considers a multidimensional risk model with \(d\) different types of claims sharing a common accident-number process. For each \(n \in N\) and \(i = 1,\dots,d\), let \(X_{in}\) be the \(i\)th type of claim size caused by the \(n\)th accident arriving at time \(\tau_n\), with the corresponding accident inter-arrival time \(\theta_n = \tau_n -
Wang, J., Yan, J., Yang, Y.
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The paper considers a multidimensional risk model with \(d\) different types of claims sharing a common accident-number process. For each \(n \in N\) and \(i = 1,\dots,d\), let \(X_{in}\) be the \(i\)th type of claim size caused by the \(n\)th accident arriving at time \(\tau_n\), with the corresponding accident inter-arrival time \(\theta_n = \tau_n -
Wang, J., Yan, J., Yang, Y.
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Communications in Statistics - Theory and Methods, 2020
This article mainly considers the uniform asymptotics for the finite-time ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims.
Dongya Cheng, Changjun Yu
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This article mainly considers the uniform asymptotics for the finite-time ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims.
Dongya Cheng, Changjun Yu
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A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION
ASTIN Bulletin: The Journal of the International Actuarial Association, 2019Incurred but not reported (IBNR) loss reserving is of great importance for Property & Casualty (P&C) insurers. However, the temporal dependence exhibited in the claim arrival process is not reflected in many current loss reserving models, which might ...
A. Badescu +3 more
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Mobilities
Russian full-scale military aggression against Ukraine in 2022 entailed mass departures of people fleeing the war-torn country. The arrival of forced migrants to Poland was met by an unprecedented grassroots mobilisation of the society in their support ...
M. I. Szewczyk +3 more
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Russian full-scale military aggression against Ukraine in 2022 entailed mass departures of people fleeing the war-torn country. The arrival of forced migrants to Poland was met by an unprecedented grassroots mobilisation of the society in their support ...
M. I. Szewczyk +3 more
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On a risk model with dependence between interclaim arrivals and claim sizes
Scandinavian Actuarial Journal, 2006We consider an extension to the classical compound Poisson risk model for which the increments of the aggregate claim amount process are independent. In Albrecher and Teugels (2006), an arbitrary dependence structure among the interclaim time and the subsequent claim size expressed through a copula is considered and they derived asymptotic results for ...
Mathieu Boudreault +3 more
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Communications in Statistics - Theory and Methods
This article studies the asymptotic behaviors for some common ruin probabilities of a bidimensional delay-claim risk model, in which each claim follows a subexponential distribution and each claim-size inherits some dependence structure.
Yuchen Sun, Meng Yuan, Dawei Lu
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This article studies the asymptotic behaviors for some common ruin probabilities of a bidimensional delay-claim risk model, in which each claim follows a subexponential distribution and each claim-size inherits some dependence structure.
Yuchen Sun, Meng Yuan, Dawei Lu
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