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Numerical Calculation of Finite-Time Ruin Probabilities in the Dual Risk Model
RisksIn the dual risk model, while the ultimate ruin probability has an exact and straightforward formula, the mathematics becomes significantly more complex when considering a finite time horizon, and the literature on this topic is scarce.
Rui M. R. Cardoso, Andressa C. O. Melo
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Finite-Time Ruin Probabilities for Discrete, Possibly Dependent, Claim Severities [PDF]
This paper is concerned with the compound Poisson risk model and two generalized models with still Poisson claim arrivals. One extension incorporates inhomogeneity in the premium input and in the claim arrival process, while the other takes into account ...
Stéphane Loisel, Claude Lefèvre
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Ruin probability under compound Poisson models with random discount factor [PDF]
, 2004 In this article, we consider a compound Poisson insurance risk model with a random discount factor. This model is also known as the compound filtered Poisson model.
Ng, KW, Zhang, L, Yang, H
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Advanced Science, EarlyView.We introduce a vision‐based real‐time monitoring system for additive manufacturing that detects subtle moisture‐induced degradation via a diffusion model‐based framework. The approach enables nondestructive assessment of moisture‐induced damage level and mechanical performance and establishes a practical route toward more intelligent, reliable, and ...
Jiyoung Jung +4 more
wiley +1 more source
The risk model with stochastic premiums and a multi-layer dividend strategy
Modern Stochastics: Theory and Applications, 2019 The paper deals with a generalization of the risk model with stochastic premiums where dividends are paid according to a multi-layer dividend strategy. First of all, we derive piecewise integro-differential equations for the Gerber–Shiu function and the ...
Olena Ragulina
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ON THE TIME VALUE OF RUIN IN THE DISCRETE TIME RISK MODEL [PDF]
Using an approach similar to that of Gerber and Shiu (1998), a recursive formula is given for the expected discounted penalty due at ruin, in the discrete time risk model. With it the joint distribution of three random variables is obtained; time to ruin,
Shuanming Li, José Garrido
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Ruin probability for heterogeneous loans [PDF]
, 2020 : This study examines the impact of losses and defaults using ruin theory and uses a heterogeneous portfolio of loans extending specifically to banking institutions.
Mashimbye, Felicia
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Advanced Science, EarlyView.Tumor Ca2+ interference therapy suffers from self‐protective Ca2+ metabolic autoregulation. In this scenario, a versatile metal‐phenolic nanocluster (TCMH) is engineered to modulate mitochondrial calcium uniporter (MCU) ‐mediated mito‐Ca2+ metabolic autonomy.
Ronglong Chen +13 more
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Advanced Science, EarlyView.A novel epitranscriptomic mechanism in rheumatoid arthritis is uncovered: NSUN2 promotes disease via m5C‐dependent stabilization of ICMT mRNA, fueling the migration and invasion of pathogenic RA FLS. Targeting this axis with engineered nanoparticles (Ce/SAA NPs) effectively inhibits disease progression, presenting a precise therapeutic strategy ...
Ruiru Li +15 more
wiley +1 more source
Estimates for the absolute ruin probability in the compound Poisson risk model with credit and debit interest [PDF]
, 2008 In this paper we consider a compound Poisson risk model where the insurer earns credit interest at a constant rate if the surplus is positive and pays out debit interest at another constant rate if the surplus is negative.
Jinxia Zhu +3 more
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