Results 91 to 100 of about 298,448 (296)
The Finite-time Ruin Probabilities of a Bidimensional risk model with Constant Interest Force and correlated Brownian Motions [PDF]
, 2013 We follow some recent works to study bidimensional perturbed compound Poisson risk models with constant interest force and correlated Brownian Motions. Several asymptotic formulae for three different type of ruin probabilities over a finite-time horizon ...
Yin, Chuancun, Yuen, Kam C., Zhou, Ming
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Advanced Engineering Materials, EarlyView.Fe‐ and Mn‐containing AlSi alloys undergo aluminothermic reaction with Mn oxide in sessile‐drop and crucible experiments forming poor‐wetting Al2O3 while Mn enriches in the alloy. Primary Fe‐containing particles are preferentially attached to the Mn oxide.
Hanka Becker +6 more
wiley +1 more source
Ruin Probability in Compound Poisson Process with Investment
Journal of Applied Mathematics, 2012 We consider that the surplus of an insurer follows compound Poisson process and the insurer would invest its surplus in risky assets, whose prices satisfy the Black-Scholes model. In the risk process, we decompose the ruin probability into the sum of two
Yong Wu, Xiang Hu
doaj +1 more source
The fiction of History: recalling the past and imagining the future with Caesar at Troy.
Classica, Revista Brasileira de Estudos Clássicos, 2010 This essay considers the nature of historical discourse through a consideration of the historical narrative of Lucan’s Pharsalia. The focus is on the manner in which Lucan depicts history as capable of being fictionalised, especially through the ...
Richard Alston
doaj +1 more source
The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model [PDF]
arXiv, 2016 In this paper we propose new iterative algorithm of calculating the joint distribution of the Parisian ruin time and the number of claims until Parisian ruin for the classical risk model. Examples are provided when the generic claim size is exponentially distributed.
arxiv
Parisian excursion with capital injection for draw-down reflected Levy insurance risk process [PDF]
arXiv, 2020 This paper discusses Parisian ruin problem with capital injection for Levy insurance risk process. Capital injection takes place at the draw-down time of the surplus process when it drops below a pre-specified function of its last record maximum. The capital is continuously paid to keep the surplus above the draw-down level until either the surplus ...
arxiv
My road to ruin: the studio without walls [PDF]
, 2008 This paper considers examples of ‘ruin’ in contemporary visual art and examines fracture, fragmentation and provisionality in contemporary installation art practice.
Shepley, Alec
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Advanced Functional Materials, EarlyView.In this work, a magnetic core‐shell catalyst (HOF‐on‐Fe3O4/ZIF‐67) is successfully synthesized, consisting of a metal–organic framework (ZIF‐67) with magnetic Fe3O4 as the core and a porous hydrogen‐bonded organic framework (HOF) as the shell. The catalyst efficiently activated peroxymonosulfate, resulting in rapid and effective removal of water ...
Yingying Du +4 more
wiley +1 more source
Parisian ruin for the dual risk process in discrete-time [PDF]
arXiv, 2017 In this paper we consider the Parisian ruin probabilities for the dual risk model in a discrete-time setting. By exploiting the strong Markov property of the risk process we derive a recursive expression for the fnite-time Parisian ruin probability, in terms of classic discrete-time dual ruin probabilities.
arxiv
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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