Results 111 to 120 of about 3,997 (215)

Convexity of Ruin Probability and Optimal Dividend Strategies for a General Lévy Process. [PDF]

ScientificWorldJournal, 2015
Yin C, Yuen KC, Shen Y.
europepmc   +1 more source

An optimal reinsurance problem in the Cramèr-Lundberg model with investment and transaction costs

Journal of Innovative Applied Mathematics and Computational Sciences
We study optimal proportional reinsurance strategies for minimizing the probability of ruin in an extended Cram\'{e}r--Lundberg risk model with investment returns and fixed transaction costs.
Christian Kasumo, Nyendwa Peter
doaj   +1 more source

Approximation of the ruin probability using the scaled Laplace transform inversion. [PDF]

Appl Math Comput, 2015
Mnatsakanov RM, Sarkisian K, Hakobyan A.
europepmc   +1 more source

The finite-time ruin probabilities of a dependent bidimensional risk model with subexponential claims and Brownian perturbations

Nonlinear Analysis
The paper considers a dependent bidimensional risk model with stochastic return and Brownian perturbations in which the price processes of the investment portfolio of the two lines of business are two geometric Lévy processes, and the claim-number ...
Chenghao Xu, Xiaowen Shen, Kaiyong Wang
doaj   +1 more source

Exploratory analysis of the probability of ruin [PDF]

, 1996
This paper presents essential elements of the theory of risk. Collective risk models over an extended period are developed using these elements. Resulting models provide answers as to what is the probability that the business will ever be ruined at a ...
Navera, Ma. Celina B., Baes, Annalyn G.
core  

On the Risk of Ruin in a SIS Type Epidemic. [PDF]

Methodol Comput Appl Probab, 2022
Lefèvre C, Simon M.
europepmc   +1 more source

On The Randomized Schmitter Problem. [PDF]

Methodol Comput Appl Probab, 2022
Albrecher H, Araujo-Acuna JC.
europepmc   +1 more source

Editorial for special issue on advances in Actuarial Science and quantitative finance. [PDF]

Methodol Comput Appl Probab, 2022
Feng R, Figueroa-López JE, Guo J, Lefèvre C.   +3 more
europepmc   +1 more source

Training in public health and community medicine without training of precautionary principles is incomplete. [PDF]

J Family Med Prim Care, 2022
Raina SK.
europepmc   +1 more source

A numerical method for the expected penalty–reward function in a Markov-modulated jump–diffusion process. [PDF]

A generalization of the Cramér–Lundberg risk model perturbed by a diffusion is proposed. Aggregate claims of an insurer follow a compound Poisson process and premiums are collected at a constant rate with additional random fluctuation.
Usábel, Miguel A., Diko, Peter
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