Ruin probability in the three-seasonal discrete-time risk model
Modern Stochastics: Theory and Applications, 2015 This paper deals with the discrete-time risk model with nonidentically distributed claims. We suppose that the claims repeat with time periods of three units, that is, claim distributions coincide at times $\{1,4,7,\dots \}$, at times $\{2,5,8,\dots \}$,
Andrius Grigutis +2 more
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On finite-time ruin probabilities in a generalized dual risk model with dependence [PDF]
, 2015 In this paper, we study the finite-time ruin probability in a reasonably generalized dual risK model, where we assume any non-negative non-decreasing cumulative operational cost function and arbitrary capital gains arrival process.
Dimitrova, D. S. +2 more
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Finite time ruin probabilities for tempered stable insurance risk processes [PDF]
Insurance: Mathematics and Economics, 2013 22 pages, 4 ...
Griffin, Philip S +2 more
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Ruin probability analysis in geometric inhomogeneous claims case
Lietuvos Matematikos Rinkinys, 2011 The discrete time risk model with inhomogeneous claims is analyzed. The finite time ruin probability expression is obtained for the case when claims are distributed by geometric distribution with changing parameters.
Eugenija Bieliauskienė
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Ruin Probability During A Finite Time Interval [PDF]
ASTIN Bulletin, 1975 This paper was inspired by comments by H. L. Seal in a series of lectures given to the Actuaries Club in New York and by a paper of his recently published in the Swiss Actuarial Journal (Seal, 1972 [6]). In his lectures he showed that the probability U(w, t) that a risk reserve at every epoch τ, where o < τ ≤ t will be non negative when the initial ...
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Ruin Time and Severity for a Lévy Subordinator Claim Process: A Simple Approach
Risks, 2013 This paper is concerned with an insurance risk model whose claim process is described by a Lévy subordinator process. Lévy-type risk models have been the object of much research in recent years. Our purpose is to present, in the case of a subordinator, a
Claude Lefèvre, Philippe Picard
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Queues and risk processes with dependencies [PDF]
, 2013 We study the generalization of the G/G/1 queue obtained by relaxing the assumption of independence between inter-arrival times and service requirements. The analysis is carried out for the class of multivariate matrix exponential distributions introduced
Badila, E. S. +2 more
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Finite-time ruin probability of aggregate Gaussian processes [PDF]
, 2014 11 ...
Debicki, K. +3 more
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Evaluation of fall‐seeded cover crops for grassland nesting waterfowl in eastern South Dakota
Wildlife Society Bulletin, EarlyView., 2023 Cover crops are experiencing a revival among Midwestern farmers, and we assessed their attractiveness and safety for nesting ducks in South Dakota. Nest success was markedly lower in cover crops than in perennial cover during both years of our study, including 2019 which was a best‐case scenario for cover crops, with extremely wet conditions delaying ...
Charles W. Gallman +3 more
wiley +1 more source
Finite Time Non-Ruin Probability Formulae for Erlang Claim Interarrivals and Continuous Interdependent Claim Severities [PDF]
, 2011 A closed form expression, in terms of some functions which we call exponential Appell polynomials, for the probability of non-ruin of an insurance company, in a finite-time interval is derived, assuming independent, non-identically Erlang distributed ...
Ignatov, Z. G., Kaishev, V. K.
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