Results 1 to 10 of about 3,572 (307)
Revstat Statistical Journal, 2020 This paper aims to analyze unstructured data using a text mining approach. The work was motivated in order to organize and structure research in Risk Theory.
Renata G. Alcoforado +1 more
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On the Devylder–Goovaerts Conjecture in Ruin Theory [PDF]
Mathematics, 2023 The Devylder–Goovaerts conjecture is probably the oldest conjecture in actuarial mathematics and has received a lot of attention in recent years.
Stéphane Loisel, Charles Minier
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Research on a Model for an Empirical Analysis of Inherent Defect Insurance Based on Ruin Theory [PDF]
Discrete Dynamics in Nature and Society, 2023 The system of inherent defect insurance is an important measure to serve the real economy through financial means and improve the quality of construction projects, which is the future development direction of China’s construction industry.
Xikang Yan +7 more
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Distribution of shifted discrete random walk generated by distinct random variables and applications in ruin theory [PDF]
Modern Stochastics: Theory and ApplicationsIn this paper, the distribution function \[ \varphi (u)=\mathbb{P}\Bigg(\underset{n\geqslant 1}{\sup }{\sum \limits_{i=1}^{n}}({X_{i}}-\kappa )\lt u\Bigg),\] and the generating function of $\varphi (u+1)$ are set up.
Simonas Gervė, Andrius Grigutis
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Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances [PDF]
Dependence Modeling, 2016 The purpose of this paper is twofold. First we consider a ruin theory approach along with risk measures in order to determine the solvency capital of long-term guarantees such as life insurances or pension products.
Devolder Pierre, Lebègue Adrien
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On the Ruin Problem of Collective Risk Theory [PDF]
The Annals of Mathematical Statistics, 1961 0. Summary. The theory of collective risk deals with an insurance business, for which, during a time interval (0, t) (1) the total claim X(t) has a compound Poisson distribution, and (2) the gross risk premium received is Xt. The risk reserve Z(t) = u + Xt - X(t), with the initial value Z(O) = u, is a temporally homogeneous Markov process.
N. U. Prabhu
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Probabilistic and analytic aspects of ruin theory
, 2001 Mémoire numérisé par la Direction des bibliothèques de l'Université de Montréal.
Chong, Chong-Ah
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Modelling forest ruin due to climate hazards [PDF]
Earth System Dynamics, 2021 Estimating the risk of forest collapse due to extreme climate events is one of the challenges of adapting to climate change. We adapt a concept from ruin theory, which is widely used in econometrics and the insurance industry, to design a growth–ruin ...
P. Yiou, N. Viovy
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On some Parisian problems in ruin theory
, 2015 Traditionally, in the context of ruin theory, most judgements are made on an immediate sense. An example would be the determination of ruin, in which a business is declared broke right away when it attains a negative surplus. Another example would be the decision on dividend payment, in which a business pays dividends whenever the surplus level ...
Jeff T.Y. Wong
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Finite-Time Ruin Probabilities of Bidimensional Risk Models with Correlated Brownian Motions
Mathematics, 2023 The present work concerns the finite-time ruin probabilities for several bidimensional risk models with constant interest force and correlated Brownian motions. Under the condition that the two Brownian motions {B1(t),t≥0} and {B2(t),t≥0} are correlated,
Dan Zhu, Ming Zhou, Chuancun Yin
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