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Proceedings of the third Actuarial and Financial Mathematics Day. [PDF]

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De Schepper, Ann   +5 more
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Parisian ruin probability - the De Vylder type approximation

Mathematica Applicanda, 2021
Summary: The 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 Cramér-Lundberg model with arbitrary claims that have the first three moments finite.
Zdeb, Martyna, Teuerle, Marek A.
openaire   +2 more sources

De Vylder type approximation of the ruin probability for the insurer-reinsurer model

Mathematica Applicanda, 2019
Summary: In this article we introduce a De Vylder type of approximation of the ruin probability for a two-dimensional risk process, where claims and premiums are shared with a predetermined proportion. Such a process is usually associated with the insurer-reinsurer model.
Burnecki, Krzysztof   +2 more
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De Vylder approximation to the optimal retention for a combination of quota-share and excess of loss reinsurance with partial information

Insurance: Mathematics and Economics, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hu, Xiang, Duan, Baige, Zhang, Lianzeng
openaire   +3 more sources

De Vylder and Goovaerts' conjecture on homogeneous risk models with equalized claim amounts

Insurance, Mathematics & Economics, 2021
De Vylder and Goovaerts (2000) made a conjecture on the comparison of the finite time ruin probability in a homogeneous risk model and the corresponding ruin probability in an associated model with equalized claim amounts.
Bara Kim, Jeongsim Kim, Jerim Kim
semanticscholar   +1 more source

A Modular Approximation Methodology for Efficient Fixed-Point Hardware Implementation of the Sigmoid Function

IEEE transactions on industrial electronics (1982. Print), 2022
The sigmoid function is a widely used nonlinear activation function in neural networks. In this article, we present a modular approximation methodology for efficient fixed-point hardware implementation of the sigmoid function.
Zhe Pan   +4 more
semanticscholar   +1 more source

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