Results 11 to 20 of about 542,898 (181)

Approximation of Ruin Probabilities via Erlangized Scale Mixtures [PDF]

arXiv, 2017
In this paper, we extend an existing scheme for numerically calculating the probability of ruin of a classical Cram\'er--Lundberg reserve process having absolutely continuous but otherwise general claim size distributions. We employ a dense class of distributions that we denominate Erlangized scale mixtures (ESM) and correspond to nonnegative and ...
Ash, Asmussen, Asmussen, Billingsley, Bingham, Bladt, Cai, Hui Yao, Latouche, Leonardo Rojas-Nandayapa, Oscar Peralta, Ramsay, Rojas-Nandayapa, Santana, Shi, Su, Tang, Vatamidou, Vatamidou, Wangyue Xie   +19 more
arxiv   +5 more sources

Tails of random sums of a heavy-tailed number of light-tailed terms [PDF]

arXiv, 2007
The tail of the distribution of a sum of a random number of independent and identically distributed nonnegative random variables depends on the tails of the number of terms and of the terms themselves. This situation is of interest in the collective risk model, where the total claim size in a portfolio is the sum of a random number of claims.
Robert, Christian Y., Segers, Johan
arxiv   +4 more sources

BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY‐TAILED INSURANCE CLAIM‐SIZE DISTRIBUTION [PDF]

, 2007
This paper describes a Bayesian approach to make inference for risk reserve processes with unknown claim size distribution. A flexible model based on mixtures of Erlang distributions is proposed to approximate the special features frequently observed in ...
M. Concepción Ausín, Hedibert F. Lopes
openalex   +4 more sources

Modelling extreme claims via composite models and threshold selection methods [PDF]

arXiv, 2019
The existence of large and extreme claims of a non-life insurance portfolio influences the ability of (re)insurers to estimate the reserve. The excess over-threshold method provides a way to capture and model the typical behaviour of insurance claim data. This paper discusses several composite models with commonly used bulk distributions, combined with
Haff, Ingrid Hobæk, Huseby, Arne, Wang, Yinzhi   +2 more
arxiv   +3 more sources

Asymptotic Results for a Markov-Modulated Risk Process with Stochastic Investment [PDF]

, 2016
In this paper we consider a Markov-modulated risk model, where the premium rates, claim frequency and the distribution of the claim sizes vary depending on the state of an external Markov chain.
Abate, Albrecher, Apostolos D. Papaioannou, Asmussen, Asmussen, Asmussen, Asmussen, Cai, Cai, Diko, Gaier, Gerber, Hult, Janssen, Kötter, Lewis Ramsden, Lu, Paulsen, Paulsen, Paulsen, Paulsen, Paulsen, Reinhard, Tang, Tang, Wei, Yin   +26 more
core   +1 more source

Asymptotic tail behavior of phase-type scale mixture distributions [PDF]

, 2015
We consider phase-type scale mixture distributions which correspond to distributions of a product of two independent random variables: a phase-type random variable $Y$ and a nonnegative but otherwise arbitrary random variable $S$ called the scaling ...
Rojas-Nandayapa, Leonardo, Xie, Wangyue
core   +2 more sources

A Bioengineered Model of the Human Cornea for Preclinical Assessment of Human Ocular Exposure to Environmental Toxicants

Advanced Healthcare Materials, Volume 14, Issue 7, March 14, 2025.
This paper presents a microphysiological system containing an array of individually addressable living corneal tissues constructed using primary human cells. The bioengineered eye model can simulate acute exposure of the human cornea to different types of environmental toxicants and provides a novel platform for visualization and quantitative ...
Se‐jeong Kim, Ning Guo, Zong Yao Tan, Xing Gao, Pouria Fattahi, Haijiao Liu, Jeehan Chang, Mousa Younesi, Selice Jung, Yewhan Chung, Minkyung Song, Michelle Jung, Dan Dongeun Huh   +12 more
wiley   +1 more source

Probabilistic approach to risk processes with level-dependent premium rate [PDF]

We study risk processes with level dependent premium rate. Assuming that the premium rate converges, as the risk reserve increases, to the critical value in the net-profit condition, we obtain upper and lower bounds for the ruin probability; our proving ...
Denisov, Denis, Gotthardt, Niklas, Korshunov, Dmitry, Wachtel, Vitali   +3 more
core   +1 more source

Light‐Emitting Diodes Based on Metal Halide Perovskite and Perovskite Related Nanocrystals

Advanced Materials, EarlyView.
The review covers the past and current developments in light‐emitting diodes (LEDs) exploiting nanocrystals of halide perovskites and perovskite‐related materials. The review examines the aspects of material optimizations, device engineering, and applications.
Ying Liu, Zhuangzhuang Ma, Jibin Zhang, Yanni He, Jinfei Dai, Xinjian Li, Zhifeng Shi, Liberato Manna   +7 more
wiley   +1 more source

Carbon Fiber Reinforced Thermoplastics: From Materials to Manufacturing and Applications

Advanced Materials, EarlyView.
A contemporary and critical review on carbon fiber reinforced thermoplastics. The common thermoplastic and carbon fiber applied in the manufacture of carbon fiber reinforced thermoplastics are summarized, and the processing and postprocessing methods are reviewed, with emphasis on state‐of‐the‐art welding techniques.
Howard (Hao) Wang, Siqi Huo, Venkata Chevali, Wayne Hall, Arnt Offringa, Pingan Song, Hao Wang   +6 more
wiley   +1 more source