Results 101 to 110 of about 66,591 (332)
The Effects of Largest Claim and Excess of Loss Reinsurance on a Company’s Ruin Time and Valuation
Risks, 2017 We compare two types of reinsurance: excess of loss (EOL) and largest claim reinsurance (LCR), each of which transfers the payment of part, or all, of one or more large claims from the primary insurance company (the cedant) to a reinsurer.
Yuguang Fan +4 more
doaj +1 more source
Dependent discrete risk processes –calculation of the probability of ruin [PDF]
This paper is devoted to discrete processes of dependent risks. The random variables describing the time between claims can be dependent in such processes, unlike under the classical approach.
Stanislaw Heilpern
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Advanced Photonics Research, EarlyView.This review highlights recent advances in accelerating luminescence in nanostructures through cooperative emission, resonator coupling, and nonlocal light–matter interactions. By unifying concepts such as excitonic superradiance, superfluorescence, and the plasmonic Purcell effect, it reveals physical limits of ultrafast emission and their potential ...
Masaaki Ashida +3 more
wiley +1 more source
Numerical Calculation of Finite-Time Ruin Probabilities in the Dual Risk Model
RisksIn the dual risk model, while the ultimate ruin probability has an exact and straightforward formula, the mathematics becomes significantly more complex when considering a finite time horizon, and the literature on this topic is scarce.
Rui M. R. Cardoso, Andressa C. O. Melo
doaj +1 more source
Journal 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
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Probability of ruin for a dependent, two-dimensional poisson process [PDF]
A two-dimensional, dependent Poisson risk process is investigated in the paper. Claims are divided into two classes. Within each class claims have the same distribution, but claims belonging to different classes can have different distributions and the ...
Stanislaw Heilpern
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Advanced Robotics Research, EarlyView.An introduction for multidrive and environment‐adaptive micro/nanorobotics: design and fabrication strategies, intelligent actuation, and their applications. Various intelligent actuation approaches—magnetic, acoustic, optical, chemical, and biological—can be synergistically designed to enhance flexibility and adaptive behavior for precision medicine ...
Aiqing Ma +10 more
wiley +1 more source
DEL‐1 is an Endogenous Senolytic Protein that Inhibits Senescence‐Associated Bone Loss
Advanced Science, EarlyView.Senescent bone marrow stromal cells accumulate in the aging bone microenvironment, promoting bone degeneration. DEL‐1, an endogenous secreted protein, acts as a natural senolytic that selectively eliminates these cells. By engaging a β3 integrin/CD73/adenosine/p38 MAPK/BCL‐2 pathway, DEL‐1 counters aging‐related bone loss, revealing promising ...
Jong‐Hyung Lim +11 more
wiley +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
OPTIMAL POLICIES FOR DISCRETE TIME RISK PROCESSES WITH A MARKOV CHAIN INVESTMENT MODEL [PDF]
We consider a discrete risk process modelled by a Markov Decision Process. The surplus could be invested in stock market assets. We adopt a realistic point of view and we let the investment return process to be statistically dependent over time.
Maikol Diasparra, Rosario Romera
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