Results 71 to 80 of about 16,779 (261)
Nonlinear AnalysisConsider a discrete-time insurance risk model in which the one-period insurance and financial risks are assumed to be independent and identically distributed random pairs, but a strong dependence structure is allowed to exist between each pair. Recently,
Yang Yang, Buyun Cheng, Zhimin Zhang
doaj +1 more source
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes. [PDF]
The classical risk model is considered and a sensitivity analysis of finite-time ruin probabilities is carried out. We prove the weak convergence of a sequence of empirical finite-time ruin probabilities.
Christian Mazza +2 more
core
Interplay of insurance and financial risks in a discrete-time model with strongly regular variation
, 2015 Consider an insurance company exposed to a stochastic economic environment that contains two kinds of risk. The first kind is the insurance risk caused by traditional insurance claims, and the second kind is the financial risk resulting from investments.
Li, Jinzhu, Tang, Qihe
core +1 more source
The Anatomical Record, EarlyView.Abstract A subadult Moschognathus whaitsi from the Eastern Cape Province, South Africa, was scanned using synchrotron radiation X‐ray computed tomography (SRXCT). Its subadult state allowed the cranial bones and teeth to be identified and individually reconstructed in 3D.
Tristen Lafferty +3 more
wiley +1 more source
Finite time ruin probabilities with one Laplace inversion. [PDF]
In this work we present an explicit formula for the Laplace transform in time of the finite time ruin probabilities of a classical Levy model with phase-type claims. Our result generalizes the ultimate ruin probability formula of Asmussen and Rolski [IME
Avram, Florin, Usábel, Miguel A.
core
Exponential convergence rate of ruin probabilities for level-dependent L\'evy-driven risk processes [PDF]
, 2018 We explicitly find the rate of exponential long-term convergence for the ruin probability in a level-dependent L\'evy-driven risk model, as time goes to infinity. Siegmund duality allows to reduce the pro blem to long-term convergence of a reflected jump-
Goffard, Pierre-Olivier +1 more
core +1 more source
“Dead Lithium” Formation and Mitigation Strategies in Anode‐Free Li‐Metal Batteries
Batteries &Supercaps, Volume 8, Issue 3, March 2025.Anode‐free lithium metal batteries, though promising due to their high energy density, face challenges from dead lithium formation. “Dead lithium”, disconnected from the anode, causes capacity loss, increased resistance, and safety risks. This review explores the origins of dead lithium, its impact on battery performance, and potential strategies for ...
Mozaffar Abdollahifar, Andrea Paolella
wiley +1 more source
Background risk model in presence of heavy tails under dependence
Nonlinear AnalysisIn this paper, we examine two problems on applied probability, which are directly connected with the dependence in presence of heavy tails. The first problem is related to max-sum equivalence of the randomly weighted sums in bivariate setup. Introducing
Dimitrios G. Konstantinides +1 more
doaj +1 more source
On Finite-Time Ruin Probabilities for Classical Risk Models [PDF]
This paper is concerned with the problem of ruin in the classical compound binomial and compound Poisson risk models. Our primary purpose is to extend to those models an exact formula derived by Picard and Lefèvre (1997) for the probability of (non-)ruin
Claude Lefèvre, Stéphane Loisel
core
Ruin Probabilities and Overshoots for General Levy Insurance Risk Processes
, 2004 We formulate the insurance risk process in a general Levy process setting, and give general theorems for the ruin probability and the asymptotic distribution of the overshoot of the process above a high level, when the process drifts to -\infty a.s.
Kluppelberg, Claudia +2 more
core +3 more sources