Results 41 to 50 of about 16,779 (261)
Ruin probabilities with dependence on the number of claims within a fixed time window [PDF]
, 2016 We analyse the ruin probabilities for a renewal insurance risk process with inter-arrival time distributions depending on the claims that arrived within a fixed (past) time window. This dependence could be explained through a regenerative structure.
Constantinescu, Corina +3 more
core +3 more sources
Finite time ruin probabilities and martingales
Informatica, 1991 The main purpose of this paper is to introduce collective risk theory in its simplest form. The author uses martingale theory to explore the finite resp. infinite time ruin probabilities. Furthermore, the time dependent Lundberg inequality and the time of ruin are also studied. Some open problems are pointed out at the end of this paper.
openaire +2 more sources
Ruin probabilities and decompositions for general perturbed risk processes [PDF]
, 2003 We study a general perturbed risk process with cumulative claims modelled by a subordinator with finite expectation, with the perturbation being a spectrally negative Levy process with zero expectation.
Huzak, Miljenko +3 more
core +2 more sources
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
International Journal of Mathematics and Mathematical Sciences, 2004 We study a family of diffusion models for compounded risk reserves which account for the investment income earned and for the inflation experienced on claim amounts.
S. Shao, C. L. Chang
doaj +1 more source
Elementary Bounds on the Ruin Capital in a Diffusion Model of Risk
Risks, 2014 In a diffusion model of risk, we focus on the initial capital needed to make the probability of ruin within finite time equal to a prescribed value. It is defined as a solution of a nonlinear equation.
Vsevolod K. Malinovskii
doaj +1 more source
Double Helical Plasmonic Antennas
Advanced Functional Materials, EarlyView.Plasmonic double helical antennas funnel circularly polarized light to the nanoscale, offering strong chiroptical interaction and directional light emission. Extending a single helix design tool, this study combines numerical modeling with experimental validation, revealing large, broadband dissymmetry factors in the visible range.
Aleksei Tsarapkin +7 more
wiley +1 more source
Ice Lithography: Recent Progress Opens a New Frontier of Opportunities
Advanced Functional Materials, EarlyView.This review focuses on recent advancements in ice lithography, including breakthroughs in compatible precursors and substrates, processes and applications, hardware, and digital methods. Moreover, it offers a roadmap to uncover innovation opportunities for ice lithography in fields such as biological, nanoengineering and microsystems, biophysics and ...
Bingdong Chang +9 more
wiley +1 more source
Integral equations and actuarial risk management: Some models and numerics
Mathematical Modelling and Analysis, 2003 The problem of the estimation of the probability R(z, t) (here t is time, z is initial reserve) of the finite time non‐ruin problem for a risk business such as an insurance company is considered, with respect to • presenting models that have been ...
A. Makroglou
doaj +1 more source
Bio‐Inspired Molecular Events in Poly(Ionic Liquids)
Advanced Functional Materials, EarlyView.Originating from dipolar and polar inter‐ and intra‐chain interactions of the building blocks, the topologies and morphologies of poly(ionic liquids) (PIL) govern their nano‐ and micro‐processibility. Modulating the interactions of cation‐anion pairs with aliphatic dipolar components enables the tunability of properties, facilitated by “bottom‐up ...
Jiahui Liu, Marek W. Urban
wiley +1 more source