Results 11 to 20 of about 37,807,015 (239)
Deficit at ruin with threshold proportional reinsurance [PDF]
, 2019 In this paper, we focus our analysis on the distribution function and the moments of the deficit at ruin in a model with a threshold proportional reinsurance strategy using the Gerber-Shiu function. This strategy considers a proportional reinsurance, but
Castañer, Anna +2 more
core +6 more sources
On the time value of ruin in the discrete time risk model [PDF]
, 2002 Using an approach similar to that of Gerber and Shiu (1998), a recursive formula is given for the expected discounted penalty due at ruin, in the discrete time risk model. With it the joint distribution of three random variables is obtained; time to ruin,
Garrido, José, Li, Shuanming
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Journal of Applied Mathematics, 2013 Based on characteristics of the nonlife joint-stock insurance company, this paper presents a compound binomial risk model that randomizes the premium income on unit time and sets the threshold for paying dividends to shareholders.
Xiong Wang, Lei He
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Zhejiang Daxue xuebao. Lixue ban, 2013 假设索赔额服从指数分布时，在普通更新风险模型中，应用Kendall等式，给出破产时刻的密度函数.然后使用概率方法得到普通更新风险模型和延迟更新风险模型中破产时刻和破产赤字的联合密度函数的解析表达式.最后考虑了当索赔间隔时间为Erlang(2)分布的数值例子，并绘图给予了说明.
XUHuai(徐怀), TANGLing(唐玲)
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Some continuity estimates for ruin probability and other ruin-related quantities
Modern Stochastics: Theory and ApplicationsIn this paper we investigate continuity properties for ruin probability in the classical risk model. Properties of contractive integral operators are used to derive continuity estimates for the deficit at ruin.
Lazaros Kanellopoulos
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Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective This study aimed to investigate the immunological response to influenza vaccination, the incidence and severity of influenza infection, and the side effects of the vaccination in patients with ischemic stroke. Methods This prospective observational study was conducted between 2023 and 2024 at Ramathibodi Hospital.
Achiraya Pakngao +5 more
wiley +1 more source
Determining Safe Withdrawal Rates for Post-Retirement via a Ruin-Theory Approach
RisksTo ensure a comfortable post-retirement life and the ability to cover living expenses, it is of utmost importance for individuals to have a clear understanding of how long their pre-retirement savings will last.
Diba Daraei, Kristina Sendova
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Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times [PDF]
ASTIN Bulletin, 2004 This paper shows how the multivariate finite time ruin probability function, in a phase-type environment, inherits the phase-type structure and can be efficiently approximated with only one Laplace transform inversion. From a theoretical point of view, we also provide below a generalization of Thorin’s formula ...
Avram, F., Usábel, M.
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Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective We aim to comprehensively analyze how regional tumor and edema characteristics are associated with clinical presentations and survival outcomes in a large cohort of glioblastoma patients. Methods Patients with IDH‐wildtype glioblastoma who received brain MRI from 2010 to 2023 were included.
Daniel J. Zhou +16 more
wiley +1 more source
MathematicsWe extend the phase-tagged fluctuation framework for cumulative shock models from a fixed failure threshold to a linearly moving boundary u0+cτn, the premium drift regime that underlies insurance ruin theory.
Lotfi Tadj
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