Results 21 to 30 of about 11,882,853 (287)

On the Ruin of Age of Information in Augmented Reality over Wireless Terahertz (THz) Networks [PDF]

open access: yesGlobal Communications Conference, 2020
Guaranteeing fresh and reliable information for augmented reality (AR) services is a key challenge to enable a real-time experience and sustain a high quality of physical experience (QoPE) for the users.
C. Chaccour, W. Saad
semanticscholar   +1 more source

High order expansions for renewal functions and applications to ruin theory [PDF]

open access: yesThe Annals of Applied Probability, 2016
A high order expansion of the renewal function is provided under the assumption that the inter-renewal time distribution is light tailed with finite moment generating function g on a neighborhood of 0. This expansion relies on complex analysis and is expressed in terms of the residues of the function 1/(1 -- g).
Dombry, Cl��ment, Rabehasaina, Landy
openaire   +5 more sources

Renaissance of the Ruins ‒ Give Modern Functionality to Rural Architectural Relics [PDF]

open access: yesPollack 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
openaire   +2 more sources

On the Joint Analysis of the Total Discounted Payments to Policyholders and Shareholders: Dividend Barrier Strategy

open access: yesRisks, 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
doaj   +1 more source

Second order corrections for the limits of normalized ruin times in the presence of heavy tails

open access: yesStochastic 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
doaj   +1 more source

Dividend Problems in the Diffusion Model with Interest and Exponentially Distributed Observation Time

open access: yesJournal of Applied Mathematics, 2014
Consider dividend problems in the diffusion model with interest and exponentially distributed observation time where dividends are paid according to a barrier strategy.
Cuilian Wang, Xiao Liu
doaj   +1 more source

On a Dual Model with Barrier Strategy

open access: yesJournal of Applied Mathematics, 2012
We consider the dual of the generalized Erlang(n) risk model with a barrier dividend strategy. We derive integro-differential equations with boundary conditions satisfied by the expectation of the sum of discounted dividends until ruin and the moment ...
Yuzhen Wen, Chuancun Yin
doaj   +1 more source

A Note on Gerber–Shiu Function with Delayed Claim Reporting under Constant Force of Interest

open access: yesMathematical and Computational Applications, 2022
In this paper, we analyze the Gerber–Shiu discounted penalty function for a constant interest rate in delayed claim reporting times. Using the Poisson claim arrival scenario, we derive the differential equation of the Laplace transform of the generalized
Kokou Essiomle, Franck Adekambi
doaj   +1 more source

The risk model with stochastic premiums and a multi-layer dividend strategy

open access: yesModern Stochastics: Theory and Applications, 2019
The paper deals with a generalization of the risk model with stochastic premiums where dividends are paid according to a multi-layer dividend strategy. First of all, we derive piecewise integro-differential equations for the Gerber–Shiu function and the ...
Olena Ragulina
doaj   +1 more source

On the Expected Discounted Penalty Function for a Markov Regime-Switching Insurance Risk Model with Stochastic Premium Income

open access: yesDiscrete Dynamics in Nature and Society, 2013
We consider a Markovian regime-switching risk model (also called the Markov-modulated risk model) with stochastic premium income, in which the premium income and the claim occurrence are driven by the Markovian regime-switching process.
Wenguang Yu
doaj   +1 more source

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