Results 1 to 10 of about 41,821 (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
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
A new De Vylder type approximation of the ruin probability in infinite time [PDF]
, 2003 In this paper we introduce a generalization of the De Vylder approximation. Our idea is to approximate the ruin probability with the one for a different process with gamma claims, matching first four moments. We compare the two approximations studying mixture of exponentials and lognormal claims.
Krzysztof Burnecki +2 more
openaire +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
Cell nuclei detection using globally optimal active contours with shape prior [PDF]
, 2012 Cell nuclei detection in fluorescent microscopic images is an important and time consuming task for a wide range of biological applications. Blur, clutter, bleed through and partial occlusion of nuclei make this a challenging task for automated detection
E. Gladilin +11 more
core +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
Leaf segmentation and tracking using probabilistic parametric active contours [PDF]
, 2011 Active contours or snakes are widely used for segmentation and tracking. These techniques require the minimization of an energy function, which is generally a linear combination of a data fit term and a regularization term.
C. Xu +12 more
core +2 more sources
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