Results 71 to 80 of about 40,843 (95)

Parisian ruin probability - the De Vylder type approximation

open access: closedMathematica 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.
semanticscholar   +3 more sources

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

open access: closedMathematica 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
semanticscholar   +5 more sources

De Vylder approximation to the optimal retention for a combination of quota-share and excess of loss reinsurance with partial information

open access: closedInsurance: Mathematics and Economics, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hu, Xiang, Duan, Baige, Zhang, Lianzeng
semanticscholar   +4 more sources

A new De Vylder type approximation of the ruin probability in infinite time [PDF]

open access: closed, 2003
In this paper we introduce a generalization of the De Vylder approximation. Our idea is to approximate the ruin probability with the one for a different process with gamma claims, matching first four moments. We compare the two approximations studying mixture of exponentials and lognormal claims.
Krzysztof Burnecki   +2 more
core   +3 more sources

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

Home - About - Disclaimer - Privacy