Results 81 to 90 of about 165,985,978 (306)
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin. [PDF]
We consider the classical risk model and carry out a sensitivity and robustness analysis of finite-time ruin probabilities. We provide algorithms to compute the related influence functions.
Stéphane Loisel +2 more
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A Bootstrap Test for the Probability of Ruin in the Compound Poisson Risk Process [PDF]
, 2010 In this article we propose a bootstrap test for the probability of ruin in the compound Poisson risk process. We adopt the P-value approach, which leads to a more complete assessment of the underlying risk than the probability of ruin alone.
Gatto, Riccardo +3 more
core +2 more sources
Advanced Robotics Research, EarlyView.DRIVE‐SAFE evaluates learning‐based, black‐box autonomous driving policies against evolving temporal safety requirements using Signal Temporal Logic robustness metrics. It aggregates distributional robustness measures with domain‐informed weights to guide iterative retraining.
Kristy Sakano +3 more
wiley +1 more source
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes. [PDF]
The classical risk model is considered and a sensitivity analysis of finite-time ruin probabilities is carried out. We prove the weak convergence of a sequence of empirical finite-time ruin probabilities.
Stéphane Loisel +2 more
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Perspective: Hollow Core Optical Fibres for Ultraviolet and Visible Wavelengths
Advanced Science, EarlyView.Hollow core optical fibres bypass material constraints that limit optical fibres at ultraviolet and visible wavelengths. However, their challenging fabrication has limited their development, and significant gains in performance remain possible. In this perspective we outline approaches to enable the next generation of fibres for shorter wavelengths ...
Robbie Mears +5 more
wiley +1 more source
Extension of the Risk Model From a Hawkes Variable Memory Process via the Spearman Copula
Journal of Probability and StatisticsThe ultimate ruin probability of an insurance company throughout its operating life remains and continues to be a major and very complex concern for the latter.
Souleymane Badini +3 more
doaj +1 more source
Journal of Applied Mathematics, 2014 Consider dividend problems in the diffusion model with interest and exponentially distributed observation time where dividends are paid according to a barrier strategy.
Cuilian Wang, Xiao Liu
doaj +1 more source
The ruin probability in a special case [PDF]
ASTIN Bulletin, 1971 It is fantastic how the computer has changed our attitude to numerical problems. In the old days when our numerical tools were paper, pencil, desk calculator and logarithm tables we had to stay away from formulas and methods which led to too lengthy calculations.
openaire +1 more source
Inequalities for the ruin probability in a controlled discrete-time risk process [PDF]
Ruin probabilities in a controlled discrete-time risk process with a Markov chain interest are studied. To reduce the risk there is a possibility to reinsure a part or the whole reserve.
Maikol Diasparra, Rosario Romera
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Existence of a classical solution of a parabolic PIDE associated with ruin probability [PDF]
, 2012 In this article we will prove existence of a classical solution of the integro-differential equation for ruin probability in finite time stated in Paulsen (2008)
Hunting, Martin
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