Results 1 to 10 of about 40,843 (95)
Risks, 2022 We introduce here a diffusion-type approximation of the ruin probability both in finite and infinite time for a two-dimensional risk process, where claims and premiums are shared with a predetermined proportion.
Krzysztof Burnecki +2 more
doaj +2 more sources
Modern Stochastics: Theory and Applications, 2020 We deal with a generalization of the risk model with stochastic premiums where dividends are paid according to a constant dividend strategy and consider heuristic approximations for the ruin probability.
Olena Ragulina
doaj +2 more sources
Error estimates for De Vylder type approximations in ruin theory [PDF]
, 2017 Due to its practical use, De Vylder's approximation of the ruin probability has been one of the most popular approximations in ruin theory and its application to insurance. Surprisingly, only heuristic and numerical evidence has supported it, to some extent.
Azmi Makhlouf
openaire +3 more sources
Practical approaches to the estimation of the ruin probability in a risk model with additional funds [PDF]
Modern Stochastics: Theory and Applications, 2015 We deal with a generalization of the classical risk model when an insurance company gets additional funds whenever a claim arrives and consider some practical approaches to the estimation of the ruin probability.
Yuliya Mishura +2 more
doaj +2 more sources
Leveraging the Bhattacharyya coefficient for uncertainty quantification in deep neural networks
Neural computing & applications (Print), 2021 Modern deep learning models achieve state-of-the-art results for many tasks in computer vision, such as image classification and segmentation. However, its adoption into high-risk applications, e.g.
Pieter Van Molle +7 more
semanticscholar +1 more source
, 2021 The Weibull distribution due to its suitability to adequately model data with high degree of positive skewness which is a typical characteristics of the claim amounts, is considered a versatile model for loss modeling in general Insurance. In this paper,
Jagriti Das, D. C. Nath
semanticscholar +1 more source
Improved Approximation and Visualization of the Correlation Matrix [PDF]
American Statistician, 2022 The graphical representation of the correlation matrix by means of different multivariate statistical methods is reviewed, a comparison of the different procedures is presented with the use of an example dataset, and an improved representation with ...
J. Graffelman, Jan de Leeuw
semanticscholar +1 more source
The De Vylder–Goovaerts conjecture holds within the diffusion limit
Journal of Applied Probability, 2019 The De Vylder and Goovaerts conjecture is an open problem in risk theory, stating that the finite-time ruin probability in a standard risk model is greater than or equal to the corresponding ruin probability evaluated in an associated model with ...
S. Ankirchner +2 more
semanticscholar +1 more source
Generalization of a density theorem of Khinchin and diophantine approximation
Journal de Théorie des Nombres de Bordeaux, 2023 Résumé. La version continue d’un résultat célèbre de Khinchin dit qu’une demi-droite torique dans le carré unitaire [0 , 1] 2 est superdense, c’est-à-dire vérifie une forme optimale de densité quantitative en temps, si et seulement si la pente de la ...
J. Beck, W.W.L. Chen
semanticscholar +1 more source