Results 41 to 50 of about 465 (57)

Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes. [PDF]

open access: yes
The classical risk model is considered and a sensitivity analysis of finite-time ruin probabilities is carried out. We prove the weak convergence of a sequence of empirical finite-time ruin probabilities.
Christian Mazza   +2 more
core  

Economic performance of Vietnam, 1976-2000: New evidence from input-output model [PDF]

open access: yes
This study provides a concise introduction to the economic history of Vietnam from 1976 to present. We identify different phases of the development of the Vietnamese economy, from its unification after a Vietnam war to the current phases of the ...
Bui Trinh   +2 more
core  

A novel dictionary based computer vision method for the detection of cell nuclei. [PDF]

open access: yesPLoS One, 2013
De Vylder J   +6 more
europepmc   +1 more source

Reinsurance, ruin and solvency issues: some pitfalls [PDF]

open access: yes
In this paper, we consider optimal reinsurance from an insurer's point of view. Given a (low) ruin probability target, insurers want to find the optimal risk transfer mechanism, i.e. either a proportional or a nonproportional reinsurance treaty. Since it
Arthur Charpentier
core  

The concept of comonotonicity in actuarial science and finance : theory. [PDF]

open access: yes
n an insurance context, one is often interested in the distribution function of a sum of random variables. Such a sum appears when considering the aggregate claims of an insurance portfolio over a certain reference period.
Denuit, Michel   +4 more
core  

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