Results 31 to 40 of about 5,829 (199)
Mathematics, 2021 This paper considers the estimation of ruin probability in an insurance risk model with stochastic premium income. We first show that the ruin probability can be approximated by the complex Fourier series (CFS) expansion method.
Yujuan Huang +3 more
doaj +1 more source
Optimal Dividends for a Two-Dimensional Risk Model with Simultaneous Ruin of Both Branches
Risks, 2022 We consider the optimal dividend problem in the so-called degenerate bivariate risk model under the assumption that the surplus of one branch may become negative.
Philipp Lukas Strietzel +1 more
doaj +1 more source
Conditional value-at-risk bounds for compound Poisson risks and a normal approximation
Journal of Applied Mathematics, 2003 A considerable number of equivalent formulas defining conditional value-at-risk and expected shortfall are gathered together. Then we present a simple method to bound the conditional value-at-risk of compound Poisson loss distributions under incomplete ...
Werner Hürlimann
doaj +1 more source
A Survey of the Individual Claim Size and Other Risk Factors Using Credibility Bonus-Malus Premiums
Risks, 2020 In this paper, a flexible count regression model based on a bivariate compound Poisson distribution is introduced in order to distinguish between different types of claims according to the claim size. Furthermore, it allows us to analyse the factors that
Emilio Gómez-Déniz +1 more
doaj +1 more source
LDAcoop: Integrating non‐linear population dynamics into the analysis of clonogenic growth in vitro
Molecular Oncology, EarlyView.Limiting dilution assays (LDAs) quantify clonogenic growth by seeding serial dilutions of cells and scoring wells for colony formation. The fraction of negative wells is plotted against cells seeded and analyzed using the non‐linear modeling of LDAcoop.
Nikko Brix +13 more
wiley +1 more source
Arthritis Care &Research, EarlyView.Objective The objective of this study was to describe the longitudinal disease course and pulmonary outcomes of North American patients with melanoma differentiation–associated protein 5 (MDA5) antibody–associated dermatomyositis (DM). Methods Thirty patients with MDA5 antibody–associated DM were identified in a single‐center longitudinal cohort of 352
Jenice X. Cheah +8 more
wiley +1 more source
A Regional Catastrophe Bond Pricing Model and Its Application in Indonesia’s Provinces
Mathematics, 2023 The national scale of catastrophic losses risk linked to state catastrophe bonds (SCB) is enormous. It can reduce investors’ interest in buying them because the capital required and the loss probability are also significant. To overcome this, the SCB can
Sukono +5 more
doaj +1 more source
Arthritis Care &Research, Accepted Article.Objective We aimed to construct and evaluate the first laboratory‐based frailty index (FI‐Lab) for predicting adverse outcomes in systemic lupus erythematosus (SLE) and to compare its predictive ability to that of an existing clinical frailty index (FI).
Grace Burns +2 more
wiley +1 more source
Extremal Analysis of Flooding Risk and Its Catastrophe Bond Pricing
Mathematics, 2022 Catastrophic losses induced by natural disasters are receiving growing attention because of the severe increases in their magnitude and frequency.
Jiayi Li +3 more
doaj +1 more source
Unleashing the Power of Machine Learning in Nanomedicine Formulation Development
Advanced Functional Materials, EarlyView.A random forest machine learning model is able to make predictions on nanoparticle attributes of different nanomedicines (i.e. lipid nanoparticles, liposomes, or PLGA nanoparticles) based on microfluidic formulation parameters. Machine learning models are based on a database of nanoparticle formulations, and models are able to generate unique solutions
Thomas L. Moore +7 more
wiley +1 more source