Results 71 to 80 of about 165,985,978 (306)
Calculating multivariate ruin probabilities via Gaver–Stehfest inversion technique. [PDF]
Multivariate characteristics of risk processes are of high interest to academic actuaries. In such models, the probability of ruin is obtained not only by considering initial reserves u but also the severity of ruin y and the surplus before ruin x.
Usábel, Miguel A.
core
Advanced Materials, EarlyView.Intrinsic material dynamics are harnessed as computational resources for neuromorphic in‐materio physical reservoir computing. Defects, ionic motion, interfaces, percolation, geometry, and biasing shape transient states that provide fading memory, nonlinearity, and high‐dimensional projection for simple readout. A descriptor‐to‐dynamics framework links
Kshitij RB Singh +5 more
wiley +1 more source
PRECISE ESTIMATES OF RUIN PROBABILITIES
Quantitative Methods in Economics, 2015 In this paper we investigate a sequence of accurate approximations of ruin probabilities in discrete time models. We prove its convergence to the exact ruin probability without any restrictive assumptions on the claim distribution. Numerical studies show
Marcin Rudź
doaj
Finite time ruin probabilities with one Laplace inversion. [PDF]
In this work we present an explicit formula for the Laplace transform in time of the finite time ruin probabilities of a classical Levy model with phase-type claims. Our result generalizes the ultimate ruin probability formula of Asmussen and Rolski [IME
Avram, Florin, Usábel, Miguel A.
core
Advanced Optical Materials, EarlyView.Comparing Fabry–Perot and plasmonic nanorod cavities reveals how the number of dark states dictates polariton relaxation. The high number of dark states results in a polaritonic bottleneck, while reducing the number of dark states enables to measure the polaritonic decay.
Nicola Peruffo +5 more
wiley +1 more source
Ruin probability for Gaussian integrated processes
Stochastic Processes and their Applications, 2002 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
On Finite-Time Ruin Probabilities for Classical Risk Models [PDF]
This paper is concerned with the problem of ruin in the classical compound binomial and compound Poisson risk models. Our primary purpose is to extend to those models an exact formula derived by Picard and Lefèvre (1997) for the probability of (non-)ruin
Stéphane Loisel, Claude Lefèvre
core
Advanced Robotics Research, EarlyView.Micro‐ and nanorobots for targeted thrombolysis. This perspective elaborates on the clinical indication of blood clot disorders and current limitations for treatment. As a novel, alternative solution, micro‐ and nanorobots can be used to treat and break down thrombi.
Joshua M. Mesfin +3 more
wiley +1 more source
The Effects of Largest Claim and Excess of Loss Reinsurance on a Company’s Ruin Time and Valuation
Risks, 2017 We compare two types of reinsurance: excess of loss (EOL) and largest claim reinsurance (LCR), each of which transfers the payment of part, or all, of one or more large claims from the primary insurance company (the cedant) to a reinsurer.
Yuguang Fan +4 more
doaj +1 more source
On computing ruin probabilities
, 2017 The objective of this thesis is to develop for an effective numerical scheme to calculate the finite-time ruin probabilities (equivalently the finite-time survival probabilities) under classical risk model. Ruin theory of this model has been widely studied in literatures especially those related to ruin probabilities.
openaire +1 more source