Results 251 to 260 of about 165,985,978 (306)

Cancer survivors' acceptability and perspectives on engagement with digital cognitive-behavioral therapy for insomnia: a mixed methods perspective. [PDF]

open access: yesSupport Care Cancer
Clara MI   +7 more
europepmc   +1 more source

Simulation of ruin probabilities

Insurance: Mathematics and Economics, 1990
The classical model of risk theory with homogeneous Poisson claim number process is considered. Then a direct simulation of the probability of ruin can be difficult and unstable for certain parameters and claim size distributions. Therefore the authors propose to use a martingale transform of the given process first, then perform the simulation for the
De Waegenaere , A.M.B., Boogaert, P.
openaire   +2 more sources

A Note on the Convexity of Ruin Probabilities

SSRN Electronic Journal, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Landriault, David   +4 more
openaire   +3 more sources

Ruin Probabilities

2010
The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramér-Lundberg approximation, exact solutions, other approximations (e.g., for heavy-tailed claim size distributions), finite horizon ruin probabilities, extensions of the classical compound Poisson model to ...
Asmussen, Søren, Albrecher, Hansjörg
openaire   +3 more sources

Probabilities of ruin

Scandinavian Actuarial Journal, 1982
Abstract In this article a summing up is made of the author's papers concerning the probability of ruin in a risk business. Results as well as proofs are reviewed. In certain cases not covered in the earlier papers a more systematic treatment is given. Primarily the probability of ruin for a finite time period is dealt with.
openaire   +1 more source

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