Results 211 to 220 of about 34,266 (260)

Evaluation of variation in preclinical electroencephalographic (EEG) spectral power across multiple laboratories and experiments: An EQIPD study. [PDF]

PLoS One
Ahuis TP, Smyk MK, Laloux C, Aulehner K, Bray J, Waldron AM, Miljanovic N, Seiffert I, Song D, Boulanger B, Jucker M, Potschka H, Platt B, Riedel G, Voehringer P, Nicholson JR, Drinkenburg WHIM, Kas MJH, Leiser SC.   +18 more
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The finite time ruin probability in a risk model with capital injections

Scandinavian Actuarial Journal, 2013
We consider a risk model with capital injections. We show that in the Sparre Andersen framework the density of the time to ruin for the model with capital injections can be expressed in terms of the density of the time to ruin in an ordinary Sparre Andersen risk process.
Ciyu Nie, Shuanming Li, David C. M. Dickson   +2 more
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The finite-time ruin probability of a risk model with stochastic return and subexponential claim sizes*

Communications in Statistics - Theory and Methods, 2022
Consider a renewal risk model with stochastic return and stochastic perturbation, where the price process of the investment portfolio is a geometric Lévy process.
Chenghao Xu, Kaiyong Wang, Xinyi Wu
semanticscholar   +1 more source

Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations

Communications in Statistics - Theory and Methods, 2020
Consider a discrete-time risk model with dependence structures, where claim sizes are assumed to follow a one-sided linear process whose innovations further obey a so-called bivariate upper tail independence.
Haojie Jing, Jiangyan Peng, Zhiquan Jiang, Qian Bao   +3 more
semanticscholar   +1 more source

A Fourier-cosine method for finite-time ruin probabilities

Insurance: Mathematics and Economics, 2021
Abstract In this paper, we study the finite-time ruin probability in the risk model driven by a Levy subordinator, by incorporating the popular Fourier-cosine method. Our interest is to propose a general approximation for any specified precision provided that the characteristic function of the Levy Process is known.
Yifan Shi, Yifan Shi, Fangda Liu, Wing Yan Lee, Sheung Chi Phillip Yam, Xiaolong Li, Xiaolong Li   +6 more
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The probability of ruin in finite time [PDF]

Lithuanian Mathematical Journal, 1999
The Sparre Andersen model in the collective risk theory is investigated. We obtain the rate of convergence for the ruin probability after thenth payoff in the case where claim sizes are heavy tailed (say, subexponential).
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Saddlepoint approximations for the probability of ruin in finite time

Scandinavian Actuarial Journal, 1995
Saddlepoint techniques are applied to obtain approximations for the probability of ruin both in finite and in infinite time for the classical Cramer-Lundberg model. The resulting approximations are compared to exact values.
Barndorff-Nielsen, Ole E., Schmidli, Hanspeter   +1 more
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Recursive calculation of finite-time ruin probabilities

Insurance: Mathematics and Economics, 1988
Abstract We develop a simple algorithm for the numerical calculation of finite-time ruin probabilities in a general discrete-time risk process model. These probabilities can be used for the calculation of approximations for the finite-time ruin probabilities in the classical actuarial risk model.
FE De Vylder, Marc Goovaerts, Marc Goovaerts   +2 more
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Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations

, 2019
This paper considers a generalized bidimensional continuous-time risk model with heavy-tailed claims and Brownian perturbations. In this model, the claim sizes from different lines of business are tail asymptotically independent, while the claim-number ...
Dongya Cheng
semanticscholar   +1 more source