Results 71 to 80 of about 65,328 (289)
Calculating multivariate ruin probabilities via Gaver–Stehfest inversion technique. [PDF]
Multivariate characteristics of risk processes are of high interest to academic actuaries. In such models, the probability of ruin is obtained not only by considering initial reserves u but also the severity of ruin y and the surplus before ruin x.
Usábel, Miguel A.
core
Evolution of Materials and Device Stacks for HfO2‐Based Ferroelectric Memories
Advanced Materials Interfaces, EarlyView.This review summarizes engineering strategies for HfO2 based ferroelectric memories with focus on FeCAP and FeFET structures. It describes how dopant design, stress effects, and interface engineering improve the bulk ferroelectric response. It further discusses how channel engineering supports reliable memory characteristics and scalable integration ...
Eunjin Kim, Jiyong Woo
wiley +1 more source
Statistical analysis of mixtures underlying probability of ruin
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2009 If the hypothesis on exponentially distributed claims in a risk (or surplus) model is untenable then, in many cases, the assumption that they are mixtures of two (or more) exponentials is a suitable substitute.
Rastislav Potocký, Milan Stehlík
doaj +1 more source
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
core
On ruin probabilities with risky investments
, 2020 10 ...
Ellanskaya, Anastasiya, Kabanov, Yuri
openaire +2 more sources
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
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
doaj +1 more source
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
doaj +1 more source
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
core
Stochastic optimization for the ruin probability [PDF]
PAMM, 2003 AbstractThe Cramér‐Lundberg insurance model is studied where the risk process can be controlled by reinsurance and by investment in a financial market. The performance criterion is the ruin probability. The problem can be imbedded in the framework of discrete‐time stochastic dynamic programming.
openaire +1 more source