Results 81 to 90 of about 66,591 (332)
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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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
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Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes. [PDF]
The classical risk model is considered and a sensitivity analysis of finite-time ruin probabilities is carried out. We prove the weak convergence of a sequence of empirical finite-time ruin probabilities.
Christian Mazza +2 more
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Optimal policies for discrete time risk processes with a Markov chain investment model [PDF]
, 2006 We consider a discrete risk process modelled by a Markov Decision Process. The surplus could be invested in stock market assets. We adopt a realistic point of view and we let the investment return process to be statistically dependent over time.
Diasparra, Maikol, Romera, Rosario
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Ruin Probabilities and Overshoots for General Levy Insurance Risk Processes
, 2004 We formulate the insurance risk process in a general Levy process setting, and give general theorems for the ruin probability and the asymptotic distribution of the overshoot of the process above a high level, when the process drifts to -\infty a.s.
Kluppelberg, Claudia +2 more
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Advanced Materials, EarlyView.Herein, a systematic digital twin workflow tailored for generating high‐fidelity virtual representations of anisotropic composite microstructures and giga‐voxel meso‐structural models is presented, leveraging a harmonious integration of top–down image‐based modeling and bottom–up data‐driven voxel generation.
Siwon Yu +7 more
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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.
core
On computing ruin probabilities
, 2017 The objective of this thesis is to develop for an effective numerical scheme to calculate the finite-time ruin probabilities (equivalently the finite-time survival probabilities) under classical risk model. Ruin theory of this model has been widely studied in literatures especially those related to ruin probabilities.
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Advanced Materials, EarlyView.Super‐steep subthreshold swing (SS) below 60 mV dec−1 is demonstrated in graphene/IGZO cold source transistor arrays. Linear density of states with Dirac cone in graphene suppressed the Boltzmann thermal tail, while high‐k HfO2 dielectric having small body factor enhanced gating efficiency, hereby further reducing SS. An average SS of ≈46.4 mV dec−1 is
Seyoung Oh +13 more
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Ruin probability in the three-seasonal discrete-time risk model
Modern Stochastics: Theory and Applications, 2015 This paper deals with the discrete-time risk model with nonidentically distributed claims. We suppose that the claims repeat with time periods of three units, that is, claim distributions coincide at times $\{1,4,7,\dots \}$, at times $\{2,5,8,\dots \}$,
Andrius Grigutis +2 more
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