Approximating the Finite-Time Ruin Probability under Interest Force [PDF]
We present an algorithm to determine both a lower and an upper bound for the finite-time probability of ruin for a risk process with constant interest force. We split the time horizon into smaller intervals of equal length and consider the probability of
Brekelmans, R.C.M. +1 more
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On finite-time ruin probabilities with reinsurance cycles influenced by large claims [PDF]
Market cycles play a great role in reinsurance. Cycle transitions are not independent from the claim arrival process : a large claim or a high number of claims may accelerate cycle transitions.
Mathieu Bargès +2 more
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On finite-time ruin probabilities with reinsurance cycles influenced by large claims [PDF]
, 2011 International audienceMarket cycles play a great role in reinsurance. Cycle transitions are not independent from the claim arrival process : a large claim or a high number of claims may accelerate cycle transitions.
Bargès, Mathieu +2 more
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Discretisation and continuity: The emergence of symbols in communication.
Cognition, 2021 Lieck R, Rohrmeier M.
europepmc +1 more source
The concept of comonotonicity in actuarial science and finance : theory. [PDF]
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
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Obituary of Professor Etienne de Vylder (1937-2004)
ASTIN Bulletin: The Journal of the International Actuarial Association, 2004 Hélène Cossette, É. Marceau
semanticscholar +1 more source
A novel dictionary based computer vision method for the detection of cell nuclei. [PDF]
PLoS One, 2013 De Vylder J +6 more
europepmc +1 more source
Bounds for stop-loss premiums of stochastic sums (with applications to life contingencies). [PDF]
In this paper we present in a general setting lower and upper bounds for the stop-loss premium of a (stochastic) sum of dependent random variables.
Darkiewicz, Grzegorz +4 more
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Computationally efficient locally adaptive demosaicing of color filter array images using the dual-tree complex wavelet packet transform. [PDF]
PLoS One, 2013 Aelterman J +4 more
europepmc +1 more source
Economic performance of Vietnam, 1976-2000: New evidence from input-output model [PDF]
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
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