Results 51 to 57 of about 465 (57)
Improved Fourier descriptors for 2-D shape representation [PDF]
, 2008 De Vylder, Jonas
core +1 more source
The Probability and Severity of Ruin in Finite and Infinite Time [PDF]
David C. M. Dickson +4 more
core +1 more source
Some of the next articles are maybe not open access.
Parisian ruin probability - the De Vylder type approximation
Mathematica Applicanda, 2021The Parisian ruin occurs as the capital of the insurance company is negative longer than a predefined period of time. In this article, we propose a simple and fast technique for calculating the Parisian ruin probability for the Cramer-Lundberg model with arbitrary claims that have the first three moments finite.
Marek Teuerle, Martyna Zdeb
openaire +2 more sources
Insurance: Mathematics and Economics, 2017
Abstract This paper considers the optimal retention in a combination of quota-share and excess of loss reinsurance. Assuming that the insurer only has partial information of the individual claim size, we develop the De Vylder approximation for the insurer’s ultimate ruin probability.
Lianzeng Zhang, Baige Duan, Xiang Hu
openaire +2 more sources
Abstract This paper considers the optimal retention in a combination of quota-share and excess of loss reinsurance. Assuming that the insurer only has partial information of the individual claim size, we develop the De Vylder approximation for the insurer’s ultimate ruin probability.
Lianzeng Zhang, Baige Duan, Xiang Hu
openaire +2 more sources
European Actuarial Journal, 2018
We revisit below Pade and other rational approximations for ruin probabilities, of which the approximations mentioned in the title are just particular cases. We provide new simple Tijms-type and moments based approximations, and show that shifted Pade approximations are quite successful even in the case of heavy tailed claims.
Avram, F., Banik, A. D., Horvath, A.
openaire +3 more sources
We revisit below Pade and other rational approximations for ruin probabilities, of which the approximations mentioned in the title are just particular cases. We provide new simple Tijms-type and moments based approximations, and show that shifted Pade approximations are quite successful even in the case of heavy tailed claims.
Avram, F., Banik, A. D., Horvath, A.
openaire +3 more sources
De Vylder type approximation of the ruin probability for the insurer-reinsurer model
Mathematica Applicanda, 2019Aleksandra Wilkowska +2 more
openaire +2 more sources