Results 251 to 260 of about 11,882,853 (287)

A class of very regular distribution functions and corresponding ruin probabilities

Scandinavian Actuarial Journal, 1978
Abstract In this note, a function is said to be very regular it it has a power series expansion ƒ(x) = ∑ a n x n valid in the whole complex plane and if, moreover, the series ∑ n! a n x n has a strictly positive radius of convergence. In fact, the domain of the considered functions ƒ(x) is restricted to [0, ∞).
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ON THE RUIN FUNCTIONS FOR A CORRELATED AGGREGATE CLAIMS MODEL WITH POISSON AND ERLANG RISK PROCESSES

Acta Mathematica Scientia, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Liu, Yan, Yang, Wenquan, Hu, Yijun
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Expected discounted penalty function at ruin for risk process perturbed by diffusion under interest force

Applied Mathematics-A Journal of Chinese Universities, 2005
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhao, Xia, Ouyang, Zisheng
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Intersections of ruin probability functions

2010
U disertaciji se proučavaju presjecišta dvaju funkcija propasti za različite parove slučajnih procesa. Najprije opišemo osnovni objekt proučavanja - Levyjev proces, sa posebnim naglaskom na spektralno negativan Levyjev proces. Zatim uspoređujemo vjerojatnosti propasti obzirom na početni kapital za dva različita spektralno negativna Levyjeva procesa ...
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Ruin Probability Functions With N Intersections

2012
In this paper we show that for any positive integer N we can construct two spectrally negative Levy processes such that their ruin probability functions have at least N positive intersections. This means that in some cases the optimal ruin strategy can be very unstable.
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Optimal Dividend Strategy Under Parisian Ruin with Affine Penalty

Methodology and Computing in Applied Probability, 2021
Ran Xu, Wenyuan Wang, José Garrido
semanticscholar   +1 more source

Ruins and Abandoned Places. Symbolic, Functional and Material Value. Research Methods and Conservation Strategies

Ruins and abandoned sites are a palimpsest of historical layers that embody material heritage, cultural identity, and collective memory. As John Ruskin pointed out, ruins function as mnemonic devices mediating historical consciousness transmission. At the same time, Georg Simmel theorised their capacity to expose the dialectical tension between human ...
Sorbo, Emanuela, Spironelli, Gianluca
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Infinite series expansion of some finite-time dividend and ruin related functions

Communications in Statistics - Theory and Methods, 2022
Jiayi Xie, Zhimin Zhang
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The parallelization of a two-phase distributed hybrid ruin-and-recreate genetic algorithm for solving multi-objective vehicle routing problem with time windows

Expert Systems With Applications, 2021
Thau-Soon Khoo
exaly  

Ruin probabilities for a Lévy-driven generalised Ornstein–Uhlenbeck process

, 2020
Y. Kabanov, S. Pergamenshchikov
semanticscholar   +1 more source