Results 31 to 40 of about 1,561,065 (313)
Upper Bounds and Explicit Formulas for the Ruin Probability in the Risk Model with Stochastic Premiums and a Multi-Layer Dividend Strategy [PDF]
Mathematics, 2019 This paper is devoted to the investigation of the ruin probability in the risk model with stochastic premiums where dividends are paid according to a multi-layer dividend strategy.
O. Ragulina, J. Šiaulys
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Minimizing the Probability of Ruin in Retirement [PDF]
SSRN Electronic Journal, 2014 Retirees who exhaust their savings while still alive are said to experience financial ruin. These savings are typically grown during the accumulation phase then spent during the retirement decumulation phase. Extensive research into invest-and-harvest decumulation strategies has been conducted, but recommendations differ markedly.
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RUIN PROBABILITY IN THE CLASSICAL RISK PROCESS WITH WEIBULL CLAIMS DISTRIBUTION
Barekeng, 2023 In the classical risk process, ruin is the situation when the surplus falls below zero. Ruin probability is a tool used to predict bankruptcy in the insurance company.
Dadang Amir Hamzah +2 more
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, 2020 The main objectives of this paper are to construct a new risk model for modelling the Hybrid-Takaful (Islamic Insurance) and to develop a computational procedure for calculating the associated ruin probability.
Dila Puspita +2 more
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Gerber-Shiu Metrics for a Bivariate Perturbed Risk Process
Risks, 2023 We consider a two-dimensional risk model with simultaneous Poisson arrivals of claims. Each claim of the first input process is at least as large as the corresponding claim of the second input process.
Onno Boxma, Fabian Hinze, Michel Mandjes
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Asymptotic ruin probabilities and optimal investment [PDF]
The Annals of Applied Probability, 2003 We study the infinite time ruin probability for an insurance company in the classical Cramer-Lundberg model with finite exponential moments. The additional non-classical feature is that the company is also allowed to invest in some stock market, modeled by geometric Brownian motion.
Gaier, J. +2 more
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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 and Complex Analysis
Journal of Mathematical Finance, 2021 This paper considers the solution of the equations for ruin probabilities in infinite continuous time. Using the Fourier Transform and certain results from the theory of complex functions, these solutions are obtained as com- plex integrals in a form which may be evaluated numerically by means of the inverse Fourier Transform.
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Ruin probability and time of ruin with a proportional reinsurance threshold strategy [PDF]
TOP, 2010 In this paper, we present a threshold proportional reinsurance strategy and we analyze the effect on some solvency measures: ruin probability and time of ruin. This dynamic reinsurance strategy assumes a retention level that is not constant and depends on the level of the surplus.
Castañer, Anna +2 more
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An analysis of the classical gambler's ruin problem through multiple devices variation
Journal of Taibah University for Science, 2022 In this study, we propose a variant of classic 2-player ruin's problem. We advocate the use of simultaneous operation of multiple devices to conclude upon the game.
Abid Hussain +2 more
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