Results 241 to 250 of about 34,266 (260)

On approximating the minimum initial capital of fire insurance with the finite-time ruin probability using a simulation approach

, 2015
This paper considers the discrete time surplus process in the case of fire insurance given by U_0=u,U_n=U_(n-1)+cZ_n-Y_n, where {Y_n,n≥1} is the claim severity process, {Z_n,n≥1} is the inter-arrival process, c is the premium rate, and U_0=u≥0 is the ...
et.al Supawan Khotama
semanticscholar   +1 more source

The Ruin Probability During an Infinite Time Period

1977
In Section 1.4 a brief reference was made to some important problems arising from considerations of the financial operations of an insurance company. In the preceding chapters an insurance business has been considered at the end-points of certain time intervals, mainly at the end of the year.
Robert Eric Beard, Erkki Pesonen, Teivo Pentikäinen   +2 more
openaire   +2 more sources

The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation

Japan journal of industrial and applied mathematics, 2018
Kaiyong Wang, Lamei Chen, Yang Yang, Miaomiao Gao   +3 more
semanticscholar   +1 more source

Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks*

Lithuanian Mathematical Journal, 2018
Kaiyong Wang, Miaomiao Gao, Yang Yang, Yang Chen   +3 more
semanticscholar   +2 more sources

The Finite-time Ruin Probability of a Discrete-time Risk Model with Subexponential and Dependent Insurance and Financial Risks

Acta Mathematicae Applicatae Sinica (English Series), 2018
Shijie Wang, Chuan-wei Zhang, Xuejun Wang, Wensheng Wang   +3 more
semanticscholar   +2 more sources

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

, 2013
Kaiyong Wang, Yuebao Wang, Qingwu Gao
semanticscholar   +1 more source

On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims

Statistics and Probability Letters, 2019
Haizhong Yang, Jinzhu Li
semanticscholar   +1 more source

Nonparametric estimation of the finite time ruin probability in the classical risk model

, 2017
Zhimin Zhang
semanticscholar   +1 more source

Asymptotic Finite-Time Ruin Probabilities for a Bidimensional Delay-Claim Risk Model with Subexponential Claims

Methodology and Computing in Applied Probability, 2022
Dawei Lu, Meng Yuan
semanticscholar   +1 more source

Uniform asymptotics for finite-time ruin probabilities of a bidimensional compound risk model with stochastic returns

Statistics & Probability Letters, 2023
Mingjun Li, Zhangting Chen, Dongya Cheng, Junyi Zhou   +3 more
semanticscholar   +1 more source