Results 31 to 40 of about 65,033 (286)
Exemplification of Ruin Probabilities [PDF]
ASTIN Bulletin, 1971 The following numerical values of ruin probabilities, Ψ(u, T) for finite times T, have been calculated by the method proposed in “Analytical steps towards a numerical calculation of the ruin probability for a finite period when the risk process is of the Poisson type or of the more general type studied by Sparre Andersen”, presented to this colloquium ...
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Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force
Journal of Inequalities and Applications, 2016 In this paper, we consider a perturbed compound Poisson risk model with stochastic premiums and constant interest force. We obtain the upper bound and Lundberg-Cramér approximation for the infinite-time ruin probability, and consider the asymptotic ...
Jianhua Cheng, Yanwei Gao, Dehui Wang
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Modern Stochastics: Theory and Applications, 2021 In the present paper the change of measures technique for compound mixed renewal processes, developed in Tzaninis and Macheras [ArXiv:2007.05289 (2020) 1–25], is applied to the ruin problem in order to obtain an explicit formula for the probability of ...
Spyridon M. Tzaninis
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Modern Stochastics: Theory and Applications, 2020 We deal with a generalization of the risk model with stochastic premiums where dividends are paid according to a constant dividend strategy and consider heuristic approximations for the ruin probability.
Olena Ragulina
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Ruin Probability Approximations in Sparre Andersen Models with Completely Monotone Claims
Risks, 2019 We consider the Sparre Andersen risk process with interclaim times that belong to the class of distributions with rational Laplace transform. We construct error bounds for the ruin probability based on the Pollaczek−Khintchine formula, and develop ...
Hansjörg Albrecher, Eleni Vatamidou
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Sophisticated gamblers ruin and survival chances [PDF]
, 2013 This note explores the mathematical theory to solve modern gamblers ruin problems. We establish a ruin framework and solve for the probability of bankruptcy.
Mehta, Salil
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Potential therapeutic targeting of BKCa channels in glioblastoma treatment
Molecular Oncology, EarlyView.This review summarizes current insights into the role of BKCa and mitoBKCa channels in glioblastoma biology, their potential classification as oncochannels, and the emerging pharmacological strategies targeting these channels, emphasizing the translational challenges in developing BKCa‐directed therapies for glioblastoma treatment.
Kamila Maliszewska‐Olejniczak +4 more
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Ruin probabilities in the Cram\'er-Lundberg model with temporarily negative capital
, 2019 We study the asymptotics of the ruin probability in the Cram\'er-Lundberg model with a modified notion of ruin. The modification is as follows. If the portfolio becomes negative, the asset is not immediately declared ruined but may survive due to certain
Aurzada, Frank, Buck, Micha
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Advanced Engineering Materials, EarlyView.A statistical framework is applied to quantify the distribution of electrical resistivity among individual filaments of two commercially available carbon fiber types. Correlations between filament resistivity, tensile modulus, and diameter are examined and complemented by TEM analysis to provide new insight into filament‐level variability relevant for ...
Nils Wieja +9 more
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Ruin Probability in Compound Poisson Process with Investment
Journal of Applied Mathematics, 2012 We consider that the surplus of an insurer follows compound Poisson process and the insurer would invest its surplus in risky assets, whose prices satisfy the Black-Scholes model. In the risk process, we decompose the ruin probability into the sum of two
Yong Wu, Xiang Hu
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