Results 201 to 210 of about 34,266 (260)

Asymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force

, 2014
Qingwu Gao, Na Jin, Houcai Shen
openalex   +1 more source

On Consequentialism and Fairness. [PDF]

Front Artif Intell, 2020
Card D, Smith NA.
europepmc   +1 more source

A numerical approach to ruin probability in finite time for fitted models with investment

, 2012
In this paper we present a numerical method for solving a partial integro-differential equation (PIDE) associated with ruin probability, when the surplus is continuously invested in stochastic assets. The method uses precalculated Gaussian quadrature rules for the numerical integration.
openaire   +1 more source

Approximation of the ruin probability using the scaled Laplace transform inversion. [PDF]

Appl Math Comput, 2015
Mnatsakanov RM, Sarkisian K, Hakobyan A.
europepmc   +1 more source

Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes

, 2009
Stéphane Loisel, Christian Mazza, Didier Rullière   +2 more
openalex   +2 more sources

The Asymptotics of Recovery Probability in the Dual Renewal Risk Model with Constant Interest and Debit Force. [PDF]

Int Sch Res Notices, 2015
Wang H, Xu L.
europepmc   +1 more source

Asymptotic finite‐time ruin probabilities for a class of path‐dependent heavy‐tailed claim amounts using Poisson spacings

, 2010
Romain Biard, Claude Lefèvre, Stéphane Loisel, Haikady N. Nagaraja   +3 more
openalex   +2 more sources

The finite-time ruin probability under the compound binomial risk model

, 2013
Shuanming Li, Kristina P. Sendova
openalex   +2 more sources