Results 11 to 20 of about 5,174,614 (290)
On the Expected Discounted Penalty Function Using Physics-Informed Neural Network
Journal of Mathematics, 2023 We study the expected discounted penalty at ruin under a stochastic discount rate for the compound Poisson risk model with a threshold dividend strategy. The discount rate is modeled by a Poisson process and a standard Brownian motion.
Jiayu Wang, Houchun Wang
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De-Co square. A New Life to a Building Adrift [PDF]
ARQ, 2022 If deconstruction means an understanding of structure to rethink it without destroying it, this project could be one of its best examples. Here, the abandonment of an old police station had transformed it into a lawless place -- that is, its opposite ...
Felipe Miño
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Cash Flow Optimization on Insurance: An Application of Fixed-Point Theory
Mathematics, 2023 The purpose of this paper is to explore a discrete-time cash flow optimization problem of the insurance company with time value of ruin under different interest rates.
Yangmin Zhong, Huaping Huang
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Reinvigorating Life of Southern Italy Fortified Architecture in Ruin: From Knowledge to Conservation [PDF]
Athens Journal of Architecture, 2020 Southern Italy, the ancient Kingdom of Naples and Sicily, shows a rich heritage of fortified architecture, with towers, castles, boundary walls and any other defensive works, witnesses of historical seasons of sieges and enemy attacks.
Federica Ribera, Pasquale Cucco
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A Note on a Modified Parisian Ruin Concept
Risks, 2023 Traditionally, Parisian ruin is said to occur when the insurer’s surplus process has stayed below level zero continuously for a certain grace period. Inspired by this concept, in this paper we propose a modification by assuming that once a grace period ...
Eric C. K. Cheung, Jeff T. Y. Wong
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Risks, 2015 In the compound Poisson insurance risk model under a dividend barrier strategy, this paper aims to analyze jointly the aggregate discounted claim amounts until ruin and the total discounted dividends until ruin, which represent the insurer’s payments to ...
Eric C.K. Cheung +2 more
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Renaissance of the Ruins ‒ Give Modern Functionality to Rural Architectural Relics [PDF]
Pollack Periodica, 2020 China has experienced rapid urbanization, and the countryside has been abandoned over the past few decades, with some of it left in ruins. Faced with the many challenges brought by urbanization, people are tired of traffic jams and polluted air, which is the disadvantages of urbanization and the countryside, is beginning to be re-recognized and ...
Kang, Xue +2 more
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Deficit at ruin with threshold proportional reinsurance [PDF]
, 2019 In this paper, we focus our analysis on the distribution function and the moments of the deficit at ruin in a model with a threshold proportional reinsurance strategy using the Gerber-Shiu function. This strategy considers a proportional reinsurance, but
Castañer, Anna +2 more
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Second order corrections for the limits of normalized ruin times in the presence of heavy tails
Stochastic Systems, 2014 In this paper we consider a compound Poisson risk model with regularly varying claim sizes. For this model in [4] an asymptotic formula for the finite time ruin probability is provided when the time is scaled by the mean excess function. In this paper
Dominik Kortschak, Søren Asmussen
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Discounted penalty function at Parisian ruin for Lévy insurance risk process [PDF]
Insurance: Mathematics and Economics, 2018 In the setting of a Lévy insurance risk process, we present some results regarding the Parisian ruin problem which concerns the occurrence of an excursion below zero of duration bigger than a given threshold $r$. First, we give the joint Laplace transform of ruin-time and ruin-position (possibly killed at the first-passage time above a fixed level $b$),
R. Loeffen, Z. Palmowski, B.A. Surya
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