Results 71 to 80 of about 65,033 (286)
Parisian ruin probability for Markov additive risk processes
Advances in Difference Equations, 2018 In this paper, we consider a spectrally negative Markov additive risk process. Using the theory of Jordan chain, a compact formula of Parisian ruin probability is given.
Xianghua Zhao, Hua Dong
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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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Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin. [PDF]
We consider the classical risk model and carry out a sensitivity and robustness analysis of finite-time ruin probabilities. We provide algorithms to compute the related influence functions.
Christian Mazza +2 more
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Smart Closed‐Loop Systems in Personalized Healthcare: Advances and Outlook
Advanced Materials Technologies, EarlyView.A smart closed‐loop e‐textile integrates multimodal sensing, onboard processing, wireless communication, and wearable power to enable real‐time physiological/biochemical monitoring and feedback‐controlled therapy. ABSTRACT Smart textiles represent a revolutionary frontier in healthcare, seamlessly blending fabric and advanced technologies to create ...
Safoora Khosravi +12 more
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Ruin probability analysis in geometric inhomogeneous claims case
Lietuvos Matematikos Rinkinys, 2011 The discrete time risk model with inhomogeneous claims is analyzed. The finite time ruin probability expression is obtained for the case when claims are distributed by geometric distribution with changing parameters.
Eugenija Bieliauskienė
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Ruin probability for Gaussian integrated processes
Stochastic Processes and their Applications, 2002 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Reinsurance, ruin and solvency issues: some pitfalls [PDF]
In this paper, we consider optimal reinsurance from an insurer's point of view. Given a (low) ruin probability target, insurers want to find the optimal risk transfer mechanism, i.e. either a proportional or a nonproportional reinsurance treaty. Since it
Arthur Charpentier
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Advanced Materials Technologies, EarlyView.An in situ electroplating approach for MEX 3D printing is proposed, enabling copper deposition during the fabrication of conductive polymers. The method combines a printer‐integrated plating head, ML‐based g‐code control, and stop‐and‐go printing, achieving near‐bulk copper conductivity and enabling fully embedded, assembly‐free electronic components ...
Gianluca Percoco +5 more
wiley +1 more source
Journal of Applied Mathematics, 2013 Based on characteristics of the nonlife joint-stock insurance company, this paper presents a compound binomial risk model that randomizes the premium income on unit time and sets the threshold for paying dividends to shareholders.
Xiong Wang, Lei He
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Finite time ruin probabilities with one Laplace inversion. [PDF]
In this work we present an explicit formula for the Laplace transform in time of the finite time ruin probabilities of a classical Levy model with phase-type claims. Our result generalizes the ultimate ruin probability formula of Asmussen and Rolski [IME
Avram, Florin, Usábel, Miguel A.
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