Results 31 to 40 of about 65,328 (289)
Second order corrections for the limits of normalized ruin times in the presence of heavy tails
Stochastic Systems, 2014 In this paper we consider a compound Poisson risk model with regularly varying claim sizes. For this model in [4] an asymptotic formula for the finite time ruin probability is provided when the time is scaled by the mean excess function. In this paper
Dominik Kortschak, Søren Asmussen
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Optimization method of ballistic blast fragmentation warhead striking aircraft in aircraft shelter
Xibei Gongye Daxue Xuebao, 2023 For evaluating the economy and feasibility about blast fragmentation warhead striking aircraft in aircraft shelter, taking a typical aircraft and single/double aircraft shelter as study objects, based on the thought of simple/quadratic surface fitting ...
YANG Jie +5 more
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Simulation of Ruin Probabilities for Subexponential Claims [PDF]
ASTIN Bulletin, 1997 AbstractWe consider the classical risk model with subexponential claim size distribution. Three methods are presented to simulate the probability of ultimate ruin and we investigate their asymptotic efficiency. One, based upon a conditional Monte Carlo idea involving the order statistics, is shown to be asymptotically efficient in a certain sense.
Asmussen, Søren, Binswanger, K.
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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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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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Minimizing the Probability of Lifetime Exponential Parisian Ruin [PDF]
Journal of Optimization Theory and Applications, 2019 We find the optimal investment strategy in a Black-Scholes market to minimize the probability of so-called {\it lifetime exponential Parisian ruin}, that is, the probability that wealth exhibits an excursion below zero of an exponentially distributed time before the individual dies.
Xiaoqing Liang, Virginia R. Young
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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
wiley +1 more source
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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Extinction in a branching process: Why some of the fittest strategies cannot guarantee survival [PDF]
, 2013 The fitness of a biological strategy is typically measured by its expected reproductive rate, the first moment of its offspring distribution. However, strategies with high expected rates can also have high probabilities of extinction. A similar situation
Klaere, Steffen, Sawaya, Sterling
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Molecular Oncology, EarlyView.EXOSC10, an essential nuclear RNA exosome‐associated 3′‐5′ exoribonuclease, is inhibited by the anticancer drug 5‐fluorouracil (5‐FU), and EXOSC10 depletion increases 5‐FU sensitivity. The colon‐cancer variant EXOSC10S402T, located in a proteolysis motif, is stable and nuclear but nonfunctional in vivo.
Radhika Sain +10 more
wiley +1 more source