Results 201 to 210 of about 37,807,015 (239)

Economically Important Fruit Flies (Diptera: Tephritidae) in Ghana and Their Regulatory Pest Management. [PDF]

Insects
Opoku E, Haseeb M, Rodriguez EJ, Steck GJ, Cabral MJS.   +4 more
europepmc   +1 more source

Deficit distributions at ruin in a regime-switching Sparre Andersen model

Journal of Applied Analysis, 2018
Abstract In this paper, we investigate deficit distributions at ruin in a regime-switching Sparre Andersen model. A Markov chain is assumed to switch the amount and/or respective wait time distributions of claims while the insurer can adjust the premiums in response. Special attention is paid to an operator
Leslaw Gajek, Marcin Rudz
exaly   +4 more sources

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The moments of the time of ruin, the surplus before ruin, and the deficit at ruin

Insurance: Mathematics and Economics, 2000
This paper studies the joint and marginal moments of the time of ruin, the surplus just before ruin, and the deficit at ruin. It expresses the moments in terms of compound geometric tails and presents recursive relations between the moments. Examples are given for individual claim random variables being exponential, combinations of exponentials, and ...
Gordon Willmot
exaly   +3 more sources

The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin

Insurance: Mathematics and Economics, 1997
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hans U Gerber, Elias S W Shiu
exaly   +2 more sources

On the joint distributions of surplus immediately before ruin and the deficit at ruin for Erlang(2) risk processes

Insurance: Mathematics and Economics, 2004
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hailiang Yang
exaly   +5 more sources

Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models

Scandinavian Actuarial Journal, 2005
We consider a class of compound renewal (Sparre Andersen) risk process with claim inter-arrival times having a discrete K m distribution, i.e., the probability generating function (p.g.f.) of its distribution function is a ratio of two polynomials of order . The classical compound binomial risk model is a special case when m=1.
Shuanming Li
exaly   +2 more sources

On the Distribution of the Deficit at Ruin when Claims are Phase-type

Scandinavian Actuarial Journal, 2004
We consider the distribution of the deficit at ruin in the Sparre Andersen renewal risk model given that ruin occurs. We show that if the individual claim amounts have a phase-type distribution, then there is a simple phase-type representation for the distribution of the deficit. We illustrate the application of this result with several examples.
Gordon Willmot, David Dickson, David Stanford   +2 more
exaly   +2 more sources

The deficit at ruin in the Sparre Andersen model with interest

Journal of Applied Mathematics and Computing, 2007
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bao, Zhen-Hua, Ye, Zhong-Xing
exaly   +3 more sources

Monotonicity properties and the deficit at ruin in the Sparre Andersen model

Scandinavian Actuarial Journal, 2009
Let H u (y) be the (proper) distribution function of the deficit at ruin, given that ruin occurs with initial surplus u, in the Sparre Andersen model of risk theory. Dickson & dos Reis (1996) discussed the monotonicity of H u (y) as a function of u. In this paper, we obtain various monotonicity results for H u (y) and other related quantities for the ...
Georgios Psarrakos, Kostas Politis
exaly   +2 more sources

On asymptotics of deficit distribution and its moments at the time of ruin

Lithuanian Mathematical Journal, 2010
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A Aleškevičienė
exaly   +3 more sources