Results 11 to 20 of about 21,700,063 (319)
Ruin probability for renewal risk models with neutral net profit condition
Nonlinear Analysis, 2023 In ruin theory, the net profit condition intuitively means that the sizes of the incurred random claims are on average less than the premiums gained between the successive interoccurrence times.
Andrius Grigutis +2 more
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International Journal of Epidemiology, 2021 BACKGROUND Rigorous evaluation of the calibration and discrimination of breast-cancer risk-prediction models in prospective cohorts is critical for applications under clinical guidelines.
Amber N. Hurson +16 more
semanticscholar +1 more source
Classical Risk-Averse Control for a Finite-Horizon Borel Model [PDF]
IEEE Control Systems Letters, 2022 This version of the article makes almost-everywhere notions explicit (Lemma 1, Theorem 2)
Margaret P. Chapman, Kevin M. Smith
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Risk management for whales [PDF]
, 2016 We propose framework for modeling portfolio risk which integrates market risk with liquidation costs which may arise in stress scenarios. Our model provides a systematic method for computing liquidation-adjusted risk measures for a portfolio. Calculation
Cont, R, Wagalath, L
core +5 more sources
On Periodic Dividends for the Classical Risk Model with Debit Interest [PDF]
Mathematical Problems in Engineering, 2020 A periodic dividend problem is studied in this paper. We assume that dividend payments are made at a sequence of Poisson arrival times, and ruin is continuously monitored. First of all, three integro-differential equations for the expected discounted dividends are obtained.
Hua Dong, Xianghua Zhao
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Fractal and Fractional, 2022 Risk management is very important for individual investors or companies. There are several ways to measure the risk of investment. Prices of risky assets vary rapidly and randomly due to the complexity of finance market. Random interval is a good tool to
Jinping Zhang, Keming Zhang
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The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model [PDF]
Journal of Computational and Applied Mathematics, 2016 In this paper we propose new iterative algorithm of calculating the joint distribution of the Parisian ruin time and the number of claims until Parisian ruin for the classical risk model. Examples are provided when the generic claim size is exponentially
Irmina Czarna +3 more
semanticscholar +1 more source
On finite-time ruin probabilities for classical risk models [PDF]
Scandinavian Actuarial Journal, 2008 This paper is concerned with the problem of ruin in the classical compound binomial and compound Poisson risk models. Our primary purpose is to extend to those models an exact formula derived by Picard and Lefevre (24) for the probability of (non-)ruin within finite time. First, a standard method based on the ballot theorem and an argument of Seal-type
Lefèvre, Claude, Loisel, Stéphane
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Dynamic spatiotemporal correlation coefficient based on adaptive weight
Financial Innovation, 2023 Risk management is an important aspect of financial research because correlations among financial data are essential in evaluating portfolio risk.
Guoli Mo +3 more
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