Results 251 to 260 of about 5,174,614 (290)
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An approximation to the finite time ruin function, part II
Scandinavian Actuarial Journal, 1972Abstract 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
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Behavior of classical risk processes after ruin and a multivariate ruin function
Ukrainian Mathematical Journal, 2007We establish relations for the distribution of functionals associated with the behavior of a classical risk process after ruin and a multivariate ruin function.
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Salvaging Ruins: Reverting Blind Retinas into Functional Visual Sensors
2014Blindness is one of the most devastating conditions affecting the quality of life. Hereditary degenerative diseases, such as retinitis pigmentosa, are characterized by the progressive loss of photoreceptors, leading to complete blindness. No treatment is known, the current state-of-the-art of restoring vision are implanted electrode arrays.
Marion, Mutter +2 more
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On series expansions for scale functions and other ruin-related quantities
Scandinavian Actuarial Journal, 2019In this note, we consider a nonstandard analytic approach to the examination of scale functions in some special cases of spectrally negative Levy processes.
David Landriault, Gordon E. Willmot
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Scale Functions and Ruin Probabilities
2013The two main results from the previous chapters concerning the law of the maximum and minimum of the Cramer–Lundberg process can now be put to use in order to establish our first results concerning the classical ruin problem. We introduce the so-called scale functions, which will prove to be indispensable, both in this chapter and later, when ...
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Behavior of risk processes with random premiums after ruin and a multivariate ruin function
Ukrainian Mathematical Journal, 2007We 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.
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Assessing Function and the Ruin Category
2018This chapter addresses objections that could be raised against the claims I make in Chap. 5. One could argue that industrial or urban ruins are not “real” ruins, because they seem to exhibit markedly different properties from structures like the ruins of antiquity, and because they simply have not been around long enough to earn the designation.
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Some properties of the ruin function in the collective theory of risk
Scandinavian Actuarial Journal, 1948Abstract 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.
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A diffusion approximation for the ruin function of a risk process with compounding assets
Scandinavian Actuarial Journal, 1975Abstract 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 +2 more
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ON THE RUIN FUNCTIONS FOR A CORRELATED AGGREGATE CLAIMS MODEL WITH POISSON AND ERLANG RISK PROCESSES
Acta Mathematica Scientia, 2006zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Liu, Yan, Yang, Wenquan, Hu, Yijun
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