Results 41 to 50 of about 65,328 (289)
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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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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Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective This study aimed to investigate the immunological response to influenza vaccination, the incidence and severity of influenza infection, and the side effects of the vaccination in patients with ischemic stroke. Methods This prospective observational study was conducted between 2023 and 2024 at Ramathibodi Hospital.
Achiraya Pakngao +5 more
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Mathematics, 2021 In this paper, a nonparametric estimator of ruin probability is introduced in a spectrally negative Lévy process where the jump component is a tempered α-stable subordinator.
Yuan Gao, Honglong You
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Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results
, 2008 Consider two insurance companies (or two branches of the same company) that divide between them both claims and premia in some specified proportions. We model the occurrence of claims according to a renewal process. One ruin problem considered is that of
Avram, Florin +2 more
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On a discrete-time risk model with delayed claims and dividends [PDF]
, 2013 In this paper, we study the discounted free Gerber–Shiu function for the compound binomial risk model with by-claims and randomized dividend policy. Specifically, explicit expression for the discounted free Gerber–Shiu function is obtained.
Li, J, Wu, R, Yuen, KC
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Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Facioscapulohumeral muscular dystrophy (FSHD) is one of the most debilitating and common muscular dystrophies. Despite its severity, no approved therapy exists for FSHD patients. However, several therapeutic candidates are currently under development, and some have recently entered clinical trials, marking the need for reliable ...
Mustafa Bilal Bayazit +11 more
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Practical approaches to the estimation of the ruin probability in a risk model with additional funds
Modern Stochastics: Theory and Applications, 2015 We deal with a generalization of the classical risk model when an insurance company gets additional funds whenever a claim arrives and consider some practical approaches to the estimation of the ruin probability.
Yuliya Mishura +2 more
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Discrete-Time Risk Models with Claim Correlated Premiums in a Markovian Environment
Risks, 2021 In this paper we consider a discrete-time risk model, which allows the premium to be adjusted according to claims experience. This model is inspired by the well-known bonus-malus system in the non-life insurance industry.
Dhiti Osatakul, Xueyuan Wu
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Deterministic Detection of Single Ion Implantation
Advanced Engineering Materials, EarlyView.Focused ion beam implantation with high detection efficiencies will enable the rapid and scalable fabrication of advanced spin‐based technologies such as qubits. This work presents the detection efficiencies of a wide range of ions implanted into solid‐state hosts, with efficiencies of >90% recorded for ion species and substrate combinations of ...
Mason Adshead +6 more
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