Results 51 to 60 of about 1,195,827 (304)
General Bounds on Ruin Probabilities [PDF]
Insurance: Mathematics and Economics, 1986 In this contribution we consider general bounds ruin probabilities when the claim severity distribution is not exponentially bounded, but in case the moments of the distribution up to a certain order, say r, exist.
R. Kaas, M. Goovaerts, R. Ridder
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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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microRNA‐7‐5p and α‐Synuclein SAA Predict Parkinson's Disease Phenoconversion
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Corroborate blood neuron‐derived extracellular vesicle (NDEV) alpha‐synuclein (αSyn), the CSF αSyn seed amplification assay (αSyn‐SAA), and blood microRNA‐7‐5p (miR‐7‐5p) as markers for Parkinson's disease (PD) phenoconversion and determine if combining these markers would help select subjects who would be more likely to phenoconvert.
Shayan Zadegan +4 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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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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Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Background Stereoelectroencephalography‐guided radiofrequency thermocoagulation (SEEG‐RFTC) is a minimally invasive therapy for drug‐resistant focal epilepsy. However, the relationship between specific seizure‐onset patterns (SOPs), particularly low‐voltage fast activity (LVFA), and postoperative scalp EEG normalization remains inadequately ...
Yi‐qing Yang +6 more
wiley +1 more source
Saddlepoint Approximations to the Probability of Ruin in Finite Time for the Compound Poisson Risk Process Perturbed by Diffusion [PDF]
, 2016 A large deviations type approximation to the probability of ruin within a finite time for the compound Poisson risk process perturbed by diffusion is derived.
Gatto, Riccardo, Baumgartner, Benjamin
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Some continuity estimates for ruin probability and other ruin-related quantities
Modern Stochastics: Theory and ApplicationsIn this paper we investigate continuity properties for ruin probability in the classical risk model. Properties of contractive integral operators are used to derive continuity estimates for the deficit at ruin.
Lazaros Kanellopoulos
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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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Fourier-cosine method for ruin probabilities
Journal of Computational and Applied Mathematics, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kwok-Wing Chau +2 more
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