Results 221 to 230 of about 11,882,853 (287)

Gerber–Shiu Function at Draw-Down Parisian Ruin Time for the Spectrally Negative Lévy Risk Process

Bulletin of the Iranian Mathematical Society, 2021
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Aili Zhang
semanticscholar   +4 more sources

Expected discounted penalty function and asymptotic dependence of the severity of ruin and surplus prior to ruin for two-sided Lévy risk processes

Communications in Statistics - Theory and Methods, 2022
We study a generalization of the Expected Discounted Penalty Function (EDPF) for a class of two-sided jump Lévy processes having positive jumps with a rational Laplace transform.
Ehyter M. Martín-González, Ekaterina T. Kolkovska   +1 more
openaire   +2 more sources

Behavior of classical risk processes after ruin and a multivariate ruin function

Ukrainian Mathematical Journal, 2007
We establish relations for the distribution of functionals associated with the behavior of a classical risk process after ruin and a multivariate ruin function.
D. V. Husak
openaire   +2 more sources

An approximation to the finite time ruin function

Scandinavian Actuarial Journal, 1972
Abstract Let X 1, X 2,... be a sequence of independent, identically distributed random variables with P(X⩽0)=0, and such that pκ = ƒ0 ∞ x κ dP(x) u) for u⩾0.
Beekman, John A., Bowers, Newton L. jun.
openaire   +3 more sources

Behavior of risk processes with random premiums after ruin and a multivariate ruin function

Ukrainian Mathematical Journal, 2007
We establish relations for the distribution of functionals associated with the behavior of a risk process with random premiums after ruin and for a multivariate ruin function.
D. V. Husak
openaire   +2 more sources

An approximation to the finite time ruin function, part II

Scandinavian Actuarial Journal, 1972
Abstract Let X 1, X 2,... be a sequence of independent, identically distributed random variables with P(X⩽0)=0, and such that pκ = ƒ0 ∞ x κ dP(x) u) for u⩾0. An alternate method of approximating Ψ(u, T) was presented in [10] by Olof Thorin and exemplified in [11] by Nils Wikstad.
John A. Beekman, Newton L. Bowers
openaire   +2 more sources

Some properties of the ruin function in the collective theory of risk

Scandinavian Actuarial Journal, 1948
Abstract It is well known that the chief aim of all theory of risk is to attain a sort of objective and somehow confirmed opinion of how and to which extent an insurance company ought to reinsure its risks in order that the probability of ruin by random fluctuations of the risk process shall become so small that it can be overlooked in practice.
C. Segerdahl
openaire   +3 more sources

The adjustment function in ruin estimates under interest force

Insurance: Mathematics and Economics, 1997
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Sundt, Bjørn, Teugels, Jozef L.
openaire   +3 more sources

A diffusion approximation for the ruin function of a risk process with compounding assets

Scandinavian Actuarial Journal, 1975
Abstract The traditional theory of collective risk is concerned with fluctuations in the capital reserve {Y(t): t ⩾O} of an insurance company. The classical model represents {Y(t)} as a positive constant x (initial capital) plus a deterministic linear function (cumulative income) minus a compound Poisson process (cumulative claims). The central problem
David C. Emanuel, J. Michael Harrison, Allison J. Taylor   +2 more
openaire   +2 more sources

Problems in the Estimation of Original Room Function: A Tentative Solution from the Grasshopper Ruin

KIVA, 1974
ABSTRACTA tentative solution is proposed for estimating the original function of a room, ceremonial, habitation. or storage, when the traditionally expected indicators, architecture, artifacts, and features, are absent from the archaeological record or are non-representative of the initial behavioral context.
A. Sullivan
openaire   +2 more sources