Results 31 to 40 of about 2,087 (266)
Discrete-Time Risk Models with Claim Correlated Premiums in a Markovian Environment
Risks, 2021 In this paper we consider a discrete-time risk model, which allows the premium to be adjusted according to claims experience. This model is inspired by the well-known bonus-malus system in the non-life insurance industry.
Dhiti Osatakul, Xueyuan Wu
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Minimizing the Probability of Lifetime Exponential Parisian Ruin [PDF]
Journal of Optimization Theory and Applications, 2019 We find the optimal investment strategy in a Black-Scholes market to minimize the probability of so-called {\it lifetime exponential Parisian ruin}, that is, the probability that wealth exhibits an excursion below zero of an exponentially distributed time before the individual dies.
Xiaoqing Liang, Virginia R. Young
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Journal of Inequalities and Applications, 2018 This paper investigates optimal investment and reinsurance policies for an insurance company under a correlated risk model with common Poisson shocks. The goal of the insurance company is to minimize the ultimate ruin probability.
Lin Xu, Minghan Wang, Bin Zhang
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On Minimizing the Ultimate Ruin Probability of an Insurer by Reinsurance [PDF]
Journal of Applied Mathematics, 2018 We consider an insurance company whose reserves dynamics follow a diffusion-perturbed risk model. To reduce its risk, the company chooses to reinsure using proportional or excess-of-loss reinsurance. Using the Hamilton-Jacobi-Bellman (HJB) approach, we derive a second-order Volterra integrodifferential equation (VIDE) which we transform into a linear ...
Christian Kasumo +2 more
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Chronobiology of Cancer: How Aging Fuels Oncogenesis at the Molecular Level
Aging and Cancer, EarlyView.This graphical abstract illustrates the key biological pathways linking aging with cancer development and progression. In the upper left, cumulative exposure to ultraviolet radiation, toxins, and reactive oxygen species (ROS) causes DNA damage and genomic instability, whereas age‐related decline in repair mechanisms, such as ATM/ATR, BER, and NER ...
Anu Singh, Aroonima Misra, Sufian Zaheer
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Statistical analysis of mixtures underlying probability of ruin
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2009 If the hypothesis on exponentially distributed claims in a risk (or surplus) model is untenable then, in many cases, the assumption that they are mixtures of two (or more) exponentials is a suitable substitute.
Rastislav Potocký, Milan Stehlík
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Exemplification of Ruin Probabilities [PDF]
ASTIN Bulletin, 1971 The following numerical values of ruin probabilities, Ψ(u, T) for finite times T, have been calculated by the method proposed in “Analytical steps towards a numerical calculation of the ruin probability for a finite period when the risk process is of the Poisson type or of the more general type studied by Sparre Andersen”, presented to this colloquium ...
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Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective This study aimed to investigate the immunological response to influenza vaccination, the incidence and severity of influenza infection, and the side effects of the vaccination in patients with ischemic stroke. Methods This prospective observational study was conducted between 2023 and 2024 at Ramathibodi Hospital.
Achiraya Pakngao +5 more
wiley +1 more source
Risks, 2022 We introduce here a diffusion-type approximation of the ruin probability both in finite and infinite time for a two-dimensional risk process, where claims and premiums are shared with a predetermined proportion.
Krzysztof Burnecki +2 more
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Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Facioscapulohumeral muscular dystrophy (FSHD) is one of the most debilitating and common muscular dystrophies. Despite its severity, no approved therapy exists for FSHD patients. However, several therapeutic candidates are currently under development, and some have recently entered clinical trials, marking the need for reliable ...
Mustafa Bilal Bayazit +11 more
wiley +1 more source