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Another look at the Picard-Lefèvre formula for finite-time ruin probabilities

Insurance: Mathematics and Economics, 2004
In the compound Poisson risk model, with discrete claim size distribution, Picard and Lefèvre derived a formula to compute the finite-horizon ruin probability. Here, some alternatives to this formula are proposed: exact recursive formulas which provide the distribution of time to ruin at once and a Seal-type formula which only involve probabilistic ...
Rullière, Didier, Loisel, Stéphane
openaire   +3 more sources

Asymptotic Multivariate Finite-time Ruin Probability with Statistically Dependent Heavy-tailed Claims

Methodology and Computing in Applied Probability, 2013
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Li, Xiaohu, Wu, Jintang, Zhuang, Jinsen
openaire   +2 more sources

Finite-time ruin probabilities using bivariate Laguerre series

Scandinavian Actuarial Journal, 2022
Eric C. K. Cheung, Hayden Lau, Gordon E. Willmot, Jae-Kyung Woo   +3 more
openaire   +1 more source

The parallelization of a two-phase distributed hybrid ruin-and-recreate genetic algorithm for solving multi-objective vehicle routing problem with time windows

Expert Systems With Applications, 2021
Thau-Soon Khoo
exaly  

Growth paths and survival chances: An application of Gambler's Ruin theory

Journal of Business Venturing, 2013
alexander Coad, Richard G Roberts, David J Storey   +2 more
exaly  

Ruin Time of Uncertain Insurance Risk Process

IEEE Transactions on Fuzzy Systems, 2018
Kai Yao
exaly  

Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate

Methodology and Computing in Applied Probability, 2011
Kaiyong Wang, Qingwu Gao
exaly  

Road to Ruin: Targeting Proteins for Degradation in the Endoplasmic Reticulum

Science, 2011
Hidde L Ploegh, Jonathan S Weissman
exaly  

Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks

Stochastic Processes and Their Applications, 2003
Qihe Tang, Gurami Sh Tsitsiashvili
exaly  

The probability of ruin within finite time

2000
openaire   +1 more source