Study of simultaneous adsorption of ammonium and phosphate in waters by La-F4A zeolites prepared from spent FCC catalyst [PDF]
E3S Web of Conferences, 2023 The problem of resource disposal of massive spent fluid catalytic catalyst needs to be solved urgently. Thus an environmentally friendly, highly efficient and economical cost adsorbent used for nitrogen and phosphorus removal was prepared from spent ...
Liu Chang +3 more
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Classifying Insurance Reserve Period via Claim Frequency Domain Using Hawkes Process
Risks, 2022 In this paper, the insurance reserve period will be classified according to the claim frequency domain, such as high- or low-frequency periods. We use the clustering method to create and group claims data according to their frequency period.
Adhitya Ronnie Effendie +4 more
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Merton Investment Problems in Finance and Insurance for the Hawkes-Based Models
Risks, 2021 We show how to solve Merton optimal investment stochastic control problem for Hawkes-based models in finance and insurance (Propositions 1 and 2), i.e., for a wealth portfolio X(t) consisting of a bond and a stock price described by general compound ...
Anatoliy Swishchuk
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Compound Power Series Distribution with Negative Multinomial Summands
Revstat Statistical Journal, 2022 The paper considers a multivariate distribution whose coordinates are compounds. The number of the summands is itself also a multivariate compound with one and the same univariate Power series distributed number of summands and negative multinomially ...
Pavlina Jordanova +2 more
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Asymptotic Expected Utility of Dividend Payments in a Classical Collective Risk Process
Risks, 2023 We find the asymptotics of the value function maximizing the expected utility of discounted dividend payments of an insurance company whose reserves are modeled as a classical Cramér risk process, with exponentially distributed claims, when the initial ...
Sebastian Baran +2 more
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Investigation on the Screening Model of Chemical Hazards Based on the Risk of Domino Effect and Terrorist Attack [PDF]
E3S Web of Conferences, 2020 The heavy losses are often caused in modern chemical plants at the time of the accident. In order to prevent accidents, the screening and identification of hazards is needed.
Wenduo Huang +4 more
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Influence mechanism of congestion degree of layout on domino effect in petrochemical plants [PDF]
E3S Web of Conferences, 2020 The study focused on the establishment of the congestion degree in describing the layout of process plants, and discovering the influence mechanism of congestion degree on the risk of domino effect, in view of the fact that the congestion degree has not ...
Wenduo Huang +4 more
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Approximations of the ruin probability in a discrete time risk model
Modern Stochastics: Theory and Applications, 2020 Based on a discrete version of the Pollaczeck–Khinchine formula, a general method to calculate the ultimate ruin probability in the Gerber–Dickson risk model is provided when claims follow a negative binomial mixture distribution.
David J. Santana, Luis Rincón
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How Much We Gain by Surplus-Dependent Premiums—Asymptotic Analysis of Ruin Probability
Risks, 2021 In this paper, we generate boundary value problems for ruin probabilities of surplus-dependent premium risk processes, under a renewal case scenario, Erlang (2) claim arrivals, and a hypoexponential claims scenario, Erlang (2) claim sizes.
Jing Wang +2 more
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Ruin probability in a risk model with variable premium intensity and risky investments [PDF]
Opuscula Mathematica, 2015 We consider a generalization of the classical risk model when the premium intensity depends on the current surplus of an insurance company. All surplus is invested in the risky asset, the price of which follows a geometric Brownian motion.
Yuliya Mishura +2 more
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