Results 71 to 80 of about 19,056,268 (297)
On Finite-Time Ruin Probabilities for Classical Risk Models [PDF]
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 Lefèvre (1997) for the probability of (non-)ruin
Stéphane Loisel, Claude Lefèvre
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A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts [PDF]
, 2009 In this paper a purely theoretical reinsurance model is presented, where the reinsurance contract is assumed to be simultaneously of an excess-of-loss and of a proportional type. The stochastic structure of the set of pairs (claim’s arrival time, claim’s
Cerqueti, R +9 more
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Advanced Robotics Research, EarlyView.A flexible, skin‐integrated electromagnetic actuator is developed for wearable virtual/augmented reality (VR/AR) haptic systems. A tunable design model enables control over displacement and resonance frequency. The system is validated through a custom VR application with a 6 × 4 actuator array, demonstrating real‐time, spatially targeted tactile ...
Naji Tarabay +9 more
wiley +1 more source
On the time value of ruin in the discrete time risk model [PDF]
, 2002 Using an approach similar to that of Gerber and Shiu (1998), a recursive formula is given for the expected discounted penalty due at ruin, in the discrete time risk model. With it the joint distribution of three random variables is obtained; time to ruin,
Garrido, José, Li, Shuanming
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A Poisson-Gamma Model for Zero Inflated Rainfall Data
Journal of Probability and Statistics, 2018 Rainfall modeling is significant for prediction and forecasting purposes in agriculture, weather derivatives, hydrology, and risk and disaster preparedness.
Nelson Christopher Dzupire +2 more
doaj +1 more source
Exchangeable Claims Sizes in a Compound Poisson Type Proces [PDF]
When dealing with risk models the typical assumption of independence among claim size distributions is not always satisfied. Here we consider the case when the claim sizes are exchangeable and study the implications when constructing aggregated claims ...
Luis E. Nieto-Barajas, Ramsés H. Mena
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Advanced Science, EarlyView.An interpretable machine learning framework integrating SHAP and PDP analysis identifies critical design descriptors from 139 physicochemical features for Nb─Si alloys. The framework achieves <7% prediction error and guides the discovery of Nb38.5Ti38.5Si3Zr18V2 alloy with 22.791 MPa·m1/2 fracture toughness, breaking the 20 MPa·m1/2 barrier.
Dezhi Chen +7 more
wiley +1 more source
Ruin Probability in Compound Poisson Process with Investment
Journal of Applied Mathematics, 2012 We consider that the surplus of an insurer follows compound Poisson process and the insurer would invest its surplus in risky assets, whose prices satisfy the Black-Scholes model. In the risk process, we decompose the ruin probability into the sum of two
Yong Wu, Xiang Hu
doaj +1 more source
Catastrophe Insurance Modeled by Shot-Noise Processes
Risks, 2014 Shot-noise processes generalize compound Poisson processes in the following way: a jump (the shot) is followed by a decline (noise). This constitutes a useful model for insurance claims in many circumstances; claims due to natural disasters or self ...
Thorsten Schmidt
doaj +1 more source
Probability of ruin for a dependent, two-dimensional poisson process [PDF]
A two-dimensional, dependent Poisson risk process is investigated in the paper. Claims are divided into two classes. Within each class claims have the same distribution, but claims belonging to different classes can have different distributions and the ...
Stanislaw Heilpern
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