Results 81 to 90 of about 1,561,065 (313)
The ruin probability in a special case [PDF]
ASTIN Bulletin, 1971 It is fantastic how the computer has changed our attitude to numerical problems. In the old days when our numerical tools were paper, pencil, desk calculator and logarithm tables we had to stay away from formulas and methods which led to too lengthy calculations.
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Emerging Science JournalThe accurate estimation of ruin probability is a fundamental challenge in non-life insurance, impacting financial stability, risk management strategies, and operational decisions.
Weenakorn Ieosanurak, Adisak Moumeesri
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Double Helical Plasmonic Antennas
Advanced Functional Materials, EarlyView.Plasmonic double helical antennas funnel circularly polarized light to the nanoscale, offering strong chiroptical interaction and directional light emission. Extending a single helix design tool, this study combines numerical modeling with experimental validation, revealing large, broadband dissymmetry factors in the visible range.
Aleksei Tsarapkin +7 more
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On a conjecture related to the ruin probability for nonhomogeneous insurance claims
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2015 Recently, nonhomogeneous claim sizes have been considered in the actuarial literature starting from the fact that the claims are seasonally influenced by the economic environment. In this context, Raducan et al.
Vernic Raluca
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Advanced Healthcare Materials, EarlyView.AIMSPec‐LoC is a novel lab‐on‐a‐chip platform integrating size‐based extracellular vesicle (EVs) separation with label‐free Raman spectroscopy and AI‐powered classification via SKiNET. This high‐throughput, portable system enables real‐time, multiplexed molecular fingerprinting of EVs from biofluids, offering transformative potential for early, non ...
Emma Buchan +3 more
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Empirical bounds for ruin probabilities
Stochastic Processes and their Applications, 1979 AbstractWe consider the classical model for an insurance business where the claims occur according to a Poisson process and where the distribution for the cost of each claim fulfills Cramér's tail-condition. Under these conditions Lundberg's constant R is of fundamental importance for ruin calculations.We derive estimates of R, based on an observation ...
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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.
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Operations Research and Decisions, 2015 The paper focuses on a quantitative analysis of the probability of ruin in a finite time for a discrete risk process with proportional reinsurance and investment of the financial surplus.
Helena Jasiulewicz, Wojciech Kordecki
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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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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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