Results 21 to 30 of about 1,893,403 (332)
On a Generalization of the Risk Model with Markovian Claim Arrivals [PDF]
Stochastic Models, 2011 The class of risk models with Markovian arrival process (MAP) (see e.g., Neuts[ 15 ]) is generalized by allowing the waiting times between two successive events (which can be a change in the environmental state and/or a claim arrival) to have an arbitrary distribution. Using a probabilistic approach, we determine the solution for a class of Gerber–Shiu
Cheung, ECK, Badescu, AL, Landriault, D
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Chronique prétendue de l’événement extraordinaire : l’incipit de la deuxième partie de La Araucana
Etudes Epistémè, 2020 This article focuses on the incipit of the second part of La Araucana by Alonso de Ercilla. The incipit relates a triple contingent event (the apparition of a comet, an earthquake, a lightning strike) concomitant with the arrival of captain Hurtado de ...
Florence d’Artois
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Gerber–Shiu Function in a Class of Delayed and Perturbed Risk Model with Dependence
Risks, 2020 This paper considers the risk model perturbed by a diffusion process with a time delay in the arrival of the first two claims and takes into account dependence between claim amounts and the claim inter-occurrence times.
Franck Adékambi, Essodina Takouda
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Scientific Reports, 2020 Broomcorn millet (Panicum miliaceum L.) is not one of the founder crops domesticated in Southwest Asia in the early Holocene, but was domesticated in northeast China by 6000 bc. In Europe, millet was reported in Early Neolithic contexts formed by 6000 bc,
Dragana Filipović +39 more
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Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts [PDF]
Stochastics, 2011 A closed form expression, in terms of some functions which we call exponential Appell polynomials, for the probability of non-ruin of an insurance company, in a finite time interval is derived, assuming independent, non-identically Erlang distributed claim inter-arrival times, , any continuous joint distribution of the claim amounts and any non ...
Zvetan G. Ignatov, Vladimir K. Kaishev
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Optimal dividend policy in an insurance company with contagious arrivals of claims
Mathematical Control & Related Fields, 2021 A Cox risk model is considered where the claim intensity process \(\{N_t\}\) follows a Hawkes process. That is, the intensity is modelled as \[ \lambda_t = \bar\lambda + (\lambda_0 - \bar \lambda) e^{-\alpha t} + \beta \int_0^t e^{\alpha(s-t)}\;d N_s\;.\] Thus, each claim arrival triggers an increase \(\beta\) of the intensity process.
Chen, Yiling, Bian, Baojun
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Understanding Reporting Delay in General Insurance
Risks, 2016 The aim of this paper is to understand and to model claims arrival and reporting delay in general insurance. We calibrate two real individual claims data sets to the statistical model of Jewell and Norberg.
Richard J. Verrall, Mario V. Wüthrich
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Refuge, 1984 ln addition to claims of refugee status on arrival, a significant fraction of claims are made by persons who arrive in Canada and spend time here on legitimate status such as visitor or student.
Refuge Editor
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Global processes of anthropogenesis characterise the early Anthropocene in the Japanese Islands
Humanities & Social Sciences Communications, 2022 Although many scholars date the onset of the Anthropocene to the Industrial Revolution or the post-1945 ‘Great Acceleration’, there is growing interest in understanding earlier human impacts on the earth system.
Mark Hudson +10 more
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Ruin under stochastic dependence between premium and claim arrivals [PDF]
Scandinavian Actuarial Journal, 2017 We investigate, focusing on the ruin probability, an adaptation of the Cramer-Lundberg model for the surplus process of an insurance company, in which, conditionally on their intensities, the two mixed Poisson processes governing the arrival times of the premiums and of the claims respectively, are independent.
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