Results 191 to 200 of about 1,935 (215)

Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate

Methodology and Computing in Applied Probability, 2011
Kaiyong Wang, Qingwu Gao
exaly  

Ruin Time of Uncertain Insurance Risk Process

IEEE Transactions on Fuzzy Systems, 2018
Kai Yao
exaly  

On exact calculation of ruin probability.

Insurance: Mathematics and Economics, 1994
openaire   +1 more source

Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks

Stochastic Processes and Their Applications, 2003
Qihe Tang, Gurami Sh Tsitsiashvili
exaly  

Parisian ruin probability for spectrally negative Lévy processes

Bernoulli, 2013
Irmina Czarna, Zbigniew Palmowski
exaly  

092028 (M13) Continuity of ruin probabilities

Insurance: Mathematics and Economics, 1997
openaire   +1 more source

On ruin for the Erlang(n) risk process

Insurance: Mathematics and Economics, 2004
Shuanming Li, Jose garrido
exaly  

Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift

North American Actuarial Journal, 2005
Virginia R Young
exaly  

Minimizing the Probability of Lifetime Ruin Under Ambiguity Aversion

SIAM Journal on Control and Optimization, 2015
Erhan Bayraktar
exaly  

Minimizing the probability of ruin: Optimal per-loss reinsurance

Insurance: Mathematics and Economics, 2018
Xiaoqing Liang, Virginia R Young
exaly