Results 101 to 110 of about 849,237 (330)

Time of ruin in a risk model with generalized Erlang (n) interclaim times and a constant dividend barrier [PDF]

In this paper we analyze the time of ruin in a risk process with the interclaim times being Erlang(n) distributed and a constant dividend barrier. We obtain an integro-differential equation for the Laplace Transform of the time of ruin.
M. Mercedes Claramunt Bielsa, Maite Teresa Marmol Jimenez   +1 more
core   +1 more source

Risk Theory with the Gamma Process [PDF]

, 2017
The aggregate claims process is modelled by a process with independent, stationary and nonnegative increments. Such a process is either compound Poisson or else a process with an infinite number of claims in each time interval, for example a gamma ...
Dufresne, François, Gerber, Hans U., Shiu, Elias S. W.   +2 more
core  

Risk-Sensitive Dividend Problems

, 2014
We consider a discrete-time version of the popular optimal dividend pay-out problem in risk theory. The novel aspect of our approach is that we allow for a risk averse insurer, i.e., instead of maximising the expected discounted dividends until ruin we ...
Bäuerle, Nicole, Jaśkiewicz, Anna
core   +1 more source

Stable Radical Polymers as New Electroactive Materials: Synthesis, Properties, and Emerging Applications

Advanced Functional Materials, EarlyView.
This review covers the recent advances in the synthesis and properties of stable radical polymers (SRPs) and presents their applications in electronics, magnetics, optoelectronics, and biomedicines. The review concludes with a discussion of the challenges in radical chemistry and functionalization, while shedding light on the groundbreaking potential ...
Yufeng Xiong, Yingjiang Li, Xinfang Cui, Shiwei Li, Xiangdong Peng, Yanyun Ju, Tong Zhou, Rui Feng, Yang Zhang, Zehong Wang, Qing Wang, Lijie Dong   +11 more
wiley   +1 more source

Analytical and numerical approach to corporate operational risk modelling [PDF]

Although The New Basel Accord gives the methodology for managing operational risk in financial institutions, corporate risk seems not to be recognized enough. In this Ph.D.
Pawel Mista
core  

Vivid Structural Coloration in Transparent MXene‐Cellulose Nanocrystals Composite Films

Advanced Functional Materials, EarlyView.
Vivid structural coloration in reflectance and high transparency in transmittance modes are observed in biopolymer‐layered composite films. The ultrathin multilayered structures have unique optical appearance, near‐infrared bandgap, and strong optical reflection caused by alternating MXene and cellulose nanocrystals layers with high refractive index ...
Botyo Dimitrov, Valeriia Poliukhova, Claire Joo, Madeline Buxton, Irina Roslyk, Yury Gogotsi, Jacob Crossno, Kirt A. Page, Hilmar Koerner, Dhriti Nepal, Michael E. McConney, Timothy J. Bunning, Vladimir V. Tsukruk   +12 more
wiley   +1 more source

Phase-type Approximation of the Gerber-Shiu Function [PDF]

arXiv, 2017
The Gerber-Shiu function provides a way of measuring the risk of an insurance company. It is given by the expected value of a function that depends on the ruin time, the deficit at ruin, and the surplus prior to ruin. Its computation requires the evaluation of the overshoot/undershoot distributions of the surplus process at ruin.
arxiv  

Electric Pulse Regulated MXene Based Nanozymes for Integrative Bioelectricity Immuno‐Cancer Therapy

Advanced Functional Materials, EarlyView.
MXenzyme‐mediated bioelectricity cancer therapy (MXenzyme‐BECT) enhances cancer cell death through irreversible depolarization, ion channel disruption, ROS generation, and immunogenic cell death. Computational simulations reveal the electrical mechanisms by which MXenzyme acts on single cells and support to predict treatment parameters. Next‐generation
Sanghee Lee, Seongchan Kim, Eui‐Sang Yu, Sian Lee, Min Jun Ko, Hyojin Lee, Dong‐Hyun Kim   +6 more
wiley   +1 more source

Draw-down Parisian ruin for spectrally negative Lévy process [PDF]

arXiv, 2019
In this paper we study the draw-down related Parisian ruin problem for spectrally negative L\'{e}vy risk processes. We introduce the draw-down Parisian ruin time and solve the corresponding two-sided exit time via excursion theory. We also obtain an expression of the potential measure for the process killed at the draw-down Parisian time.
arxiv  

Making Photoresponsive Metal–Organic Frameworks an Effective Class of Heterogeneous Photocatalyst

Advanced Functional Materials, EarlyView.
This review summarizes photoresponsive MOFs for photocatalytic applications, focusing on their capacity to enhance light harvesting, charge transfer, and surface reactions. While existing studies provide foundational insights, emerging characterization techniques enable a deeper understanding of photoresponsive MOFs.
Rui Liu, Hao Wu, Hoi Ying Chung, Yun Hau Ng   +3 more
wiley   +1 more source