On discrepancy, intrinsic Diophantine approximation, and spectral gaps
Journal de Théorie des Nombres de BordeauxRésumé. Dans le présent article, nous établissons des bornes pour la taille de l’écart spectral pour les actions de groupe sur les espaces homogènes. Notre approche est basée sur l’estimation des normes des opérateurs de moyennage appropriés, et nous ...
A. Gorodnik, A. Nevo
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Extinction in a branching process: Why some of the fittest strategies cannot guarantee survival [PDF]
, 2013 The fitness of a biological strategy is typically measured by its expected reproductive rate, the first moment of its offspring distribution. However, strategies with high expected rates can also have high probabilities of extinction. A similar situation
Klaere, Steffen, Sawaya, Sterling
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The win-first probability under interest force [PDF]
In a classical risk model under constant interest force, we study the probability that the surplus of an insurance company reaches an upper barrier before a lower barrier. We define this probability as win-first probability.
Didier Rullière, Stéphane Loisel
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Three Methods to Calculate the Probability of Ruin [PDF]
, 2017 The first method, essentially due to GOOVAERTS and DE VYLDER, uses the connection between the probability of ruin and the maximal aggregate loss random variable, and the fact that the latter has a compound geometric distribution.
Dufresne, François, Gerber, Hans U.
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Analytical and numerical approach to corporate operational risk modelling [PDF]
Although The New Basel Accord gives the methodology for managing operational risk in financial institutions, corporate risk seems not to be recognized enough. In this Ph.D.
Pawel Mista
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On The Randomized Schmitter Problem. [PDF]
Methodol Comput Appl Probab, 2022 Albrecher H, Araujo-Acuna JC.
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Finite-Time Ruin Probabilities for Discrete, Possibly Dependent, Claim Severities [PDF]
This paper is concerned with the compound Poisson risk model and two generalized models with still Poisson claim arrivals. One extension incorporates inhomogeneity in the premium input and in the claim arrival process, while the other takes into account ...
Claude Lefèvre, Stéphane Loisel
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Ruin Analysis on a New Risk Model with Stochastic Premiums and Dependence Based on Time Series for Count Random Variables. [PDF]
Entropy (Basel), 2023 Guan L, Wang X.
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Upper and lower bounds for sums of random variables. [PDF]
In this contribution, the upper bounds for sums of dependent random variables X1 + X2 + … + X n derived by using comonotonicity are sharpened for the case when there exists a random variable Z such that the distribution functions of the Xi, given Z = z ...
Dhaene, Jan, Goovaerts, Marc, Kaas, R
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Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin. [PDF]
We consider the classical risk model and carry out a sensitivity and robustness analysis of finite-time ruin probabilities. We provide algorithms to compute the related influence functions.
Christian Mazza +2 more
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