Results 21 to 30 of about 6,437,662 (327)
Risk Theory with the Gamma Process [PDF]
ASTIN Bulletin, 1991 AbstractThe aggregate claims process is modelled by a process with independent, stationary and nonnegative increments. Such a process is either compound Poisson or else a process with an infinite number of claims in each time interval, for example a gamma process.
Dufresne, François +2 more
openaire +4 more sources
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
doaj +1 more source
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
doaj +1 more source
NanoPASS: an easy-to-use user interface for nanoparticle dosimetry with the 3DSDD model
Particle and Fibre Toxicology, 2020 Nanoparticles exhibit a specific diffusion and sedimentation behavior under cell culture conditions as used in nantoxicological in vitro testing. How a particular particle suspension behaves depends on the particular physicochemical characteristics of ...
Falko Frenzel +8 more
doaj +1 more source
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
core +2 more sources
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
core +1 more source
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
doaj +1 more source
Water Supply, 2022 Benzene, toluene, ethylbenzene and xylene (BTEX) possess a negative impact on the environment and human beings due to their highly toxic and carcinogenic properties.
Xuecheng Sun +3 more
doaj +1 more source
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
core +1 more source
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
core +1 more source