Results 11 to 20 of about 7,140,788 (341)
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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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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Quantitative relationship between cladocera and cyanobacteria: A study based on field survey
Frontiers in Ecology and Evolution, 2022 Cyanobacteria are a widely distributed phytoplankton that can bloom and produce algal toxins in the eutrophicated water bodies. Large cladocerans are a group of zooplankton that presents higher grazing efficiency on algae.
Daikui Li +7 more
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Ruin probabilities and decompositions for general perturbed risk processes [PDF]
, 2003 We study a general perturbed risk process with cumulative claims modelled by a subordinator with finite expectation, with the perturbation being a spectrally negative Levy process with zero expectation.
Huzak, Miljenko +3 more
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Ecology and Society, 2023 The concepts of ecological thresholds and alternative stable states were proposed to explain nonlinear changes. However, the greatest obstacle to advance these theories and their managerial applications is a lack of data and research experience.
Daikui Li, Ping He, Liping Hou
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Risk and price in the bidding process of contractors [PDF]
, 2011 Formal and analytical risk models prescribe how risk should be incorporated in construction bids. However, the actual process of how contractors and their clients negotiate and agree on price is complex, and not clearly articulated in the literature ...
Hughes, Will, Laryea, Samuel
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Security risk assessment and protection in the chemical and process industry [PDF]
, 2014 This article describes a security risk assessment and protection methodology that was developed for use in the chemical- and process industry in Belgium. The approach of the method follows a risk-based approach that follows desing principles for chemical
American Petroleum Institute +19 more
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A dynamic contagion process and an application to credit risk [PDF]
, 2011 We introduce a new point process, the dynamic contagion process, by gener- alising the Hawkes process and the Cox process with shot noise intensity. Our process includes both self-excited and externally excited jumps, which could be used to model the ...
Dassios, Angelos, Zhao, Hongbiao
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On the First Crossing of Two Boundaries by an Order Statistics Risk Process
Risks, 2017 We derive a closed form expression for the probability that a non-decreasing, pure jump stochastic risk process with the order statistics (OS) property will not exit the strip between two non-decreasing, possibly discontinuous, time-dependent boundaries,
Dimitrina S. Dimitrova +2 more
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Omega risk model with tax [PDF]
, 2014 In this paper we study the Omega risk model with surplus-dependent tax payments in a time-homogeneous diffusion setting. The new model incorporates practical features from both the Omega risk model(Albrecher and Gerber and Shiu (2011)) and the risk model
Cui, Zhenyu
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