Results 31 to 40 of about 5,174,614 (290)
Numerical Method for a Perturbed Risk Model with Proportional Investment
Mathematics, 2022 In this paper, we study the perturbed risk model with a threshold dividend strategy and proportional investment. The insurance companies are allowed to invest their surplus in a financial market consisting of a risk-free asset and a risky asset in fixed ...
Chunwei Wang, Naidan Deng, Silian Shen
doaj +1 more source
Company Value with Ruin Constraint in Lundberg Models
Risks, 2018 In this note we study the problem of company values with a ruin constraint in classical continuous time Lundberg models. For this, we adapt the methods and results for discrete de Finetti models to time and state continuous Lundberg models.
Christian Hipp
doaj +1 more source
Discrete Dynamics in Nature and Society, 2012 We consider the dynamic proportional reinsurance in a two-dimensional compound Poisson risk model. The optimization in the sense of minimizing the ruin probability which is defined by the sum of subportfolio is being ruined.
Yan Li, Guoxin Liu
doaj +1 more source
Logarithmic Asymptotics for Probability of Component-Wise Ruin in a Two-Dimensional Brownian Model
Risks, 2019 We consider a two-dimensional ruin problem where the surplus process of business lines is modelled by a two-dimensional correlated Brownian motion with drift.
Krzysztof Dȩbicki +2 more
doaj +1 more source
A note on scale functions and the time value of ruin for Lévy insurance risk processes [PDF]
Insurance: Mathematics and Economics, 2009 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Biffis, Enrico, Kyprianou, Andreas E.
openaire +1 more source
Ruin Probabilities with Investments in Random Environment: Smoothness
MathematicsThis paper deals with the ruin problem of an insurance company investing its capital reserve in a risky asset with the price dynamics given by a conditional geometric Brownian motion whose parameters depend on a Markov process describing random ...
Viktor Antipov, Yuri Kabanov
doaj +1 more source
FEBS Letters, EarlyView.This review focuses on the role of autophagy and mitophagy in maintaining pancreatic β‐cell function and homeostasis. We discuss how genetic defects affecting these pathways contribute to the development of type 1, type 2, monogenic, and gestational diabetes. We further explore their potential as therapeutic targets. Created in BioRender.
Yunkyeong Lee +2 more
wiley +1 more source
Gerber–Shiu Function in a Class of Delayed and Perturbed Risk Model with Dependence
Risks, 2020 This paper considers the risk model perturbed by a diffusion process with a time delay in the arrival of the first two claims and takes into account dependence between claim amounts and the claim inter-occurrence times.
Franck Adékambi, Essodina Takouda
doaj +1 more source
On differentiability of ruin functions under Markov-modulated models
Stochastic Processes and their Applications, 2009 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yang, H, Zhu, J
openaire +4 more sources
‘Guide and Prejudice’— How Argonautes recognize targets across domains of life
FEBS Letters, EarlyView.Argonaute proteins use short nucleic‐acid guides to locate and regulate specific targets across all domains of life. Despite striking diversity—from human gene silencing to bacterial immune defence—all Argonautes share a conserved three‐stage recognition logic: guide‐directed sampling, progressive target pairing with a conformational checkpoint and ...
Jack P. K. Bravo
wiley +1 more source