Results 261 to 270 of about 65,033 (286)

Ruin Time of Uncertain Insurance Risk Process

IEEE Transactions on Fuzzy Systems, 2018
Kai Yao
exaly  

Ruin Probabilities

2016
openaire   +1 more source

Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks

Stochastic Processes and Their Applications, 2003
Qihe Tang, Gurami Sh Tsitsiashvili
exaly  

Ruin Probability

1997
openaire   +1 more source

Parisian ruin probability for spectrally negative Lévy processes

Bernoulli, 2013
Irmina Czarna, Zbigniew Palmowski
exaly  

On ruin for the Erlang(n) risk process

Insurance: Mathematics and Economics, 2004
Shuanming Li, Jose garrido
exaly  

Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift

North American Actuarial Journal, 2005
Virginia R Young
exaly  

Ruin probability estimation

2017
openaire   +1 more source

Minimizing the Probability of Lifetime Ruin Under Ambiguity Aversion

SIAM Journal on Control and Optimization, 2015
Erhan Bayraktar
exaly  

Minimizing the probability of ruin: Optimal per-loss reinsurance

Insurance: Mathematics and Economics, 2018
Xiaoqing Liang, Virginia R Young
exaly