Results 241 to 250 of about 5,174,614 (290)

The adjustment function in ruin estimates under interest force

Insurance: Mathematics and Economics, 1997
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bjørn Sundt, Józef L Teugels
exaly   +3 more sources

A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model

Insurance: Mathematics and Economics, 2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Eric C K Cheung, David Landriault
exaly   +4 more sources

Functional sensitivity analysis of ruin probability in the classical risk models

Scandinavian Actuarial Journal, 2021
Sensitivity analysis investigates how the change in the output of a computational model can be attributed to changes of its input parameters.
Fatah Cheurfa   +3 more
openaire   +1 more source

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   +2 more sources

A Functional Approach for Ruin Probabilities

Stochastic Models, 2006
In the classical risk model with Poisson arrivals, we study a functional approach which can be used to obtain new approximation formulae for the probability of ultimate ruin. In particular, we consider a map Φ between appropriate function spaces with Φ(f) = ψ, where f denotes the density of claim sizes in the model and ψ is the function that gives the ...
openaire   +1 more source

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