Results 141 to 150 of about 849,237 (330)
An Optional Semimartingales Approach to Risk Theory
RisksThis paper aims to develop optional semimartingale methods in risk theory to allow for a larger class of risk models. Optional semimartingales are left-continuous with right-limit stochastic processes defined on a probability space where the usual ...
Mahdieh Aminian Shahrokhabadi +2 more
doaj +1 more source
Convexity of ruin probability and optimal dividend strategies for a general Levy process [PDF]
arXiv, 2011 In this paper, we consider the optimal dividends problem for a company whose cash reserves follow a general Levy process with certain positive jumps and arbitrary negative jumps. The objective is to find a policy which maximizes the expected discounted dividends until the time of ruin.
arxiv
A Universal Biomimetic Approach for Making Artificial Antigen‐Presenting Cells for T Cell Activation
Advanced Functional Materials, EarlyView.This study shows a biomimetic silica microcapsule (SMC) fabrication method under mild conditions for making artificial antigen‐presenting cells (aAPCs). Inspired by marine biomineralization, peptide‐mediated biosilicification enables silica shell formation on emulsion templates. The resulting SMCs possess a core–shell structure, controlled fluorescence
Fei Hou +5 more
wiley +1 more source
Transforming Cellulose Into Functional Three‐Dimensional Structures
Advanced Functional Materials, EarlyView.Cellulose is promising for replacing synthetic polymers due to its excellent mechanical properties and low cost. This review highlights the recent advancements in transforming cellulose into functional 3D structures, including liquid gels and porous materials.
Xia Sun +5 more
wiley +1 more source
INSURANCE CLAIM, RENEWAL AND SURPLUS PROCESSES IN DEPENDENT RISK MODEL THROUGH RUIN THEORY
, 2022 G. Jagath Prasad Sreedhar, K. K. Suresh
openalex +1 more source
Time-changed Poisson processes of order $k$ [PDF]
arXiv, 2018 In this article, we study the Poisson process of order k (PPoK) time-changed with an independent L\'evy subordinator and its inverse, which we call respectively, as TCPPoK-I and TCPPoK-II, through various distributional properties, long-range dependence and limit theorems for the PPoK and the TCPPoK-I.
arxiv
Regulation and Ruin Theory:Controlling the Probability of Failure [PDF]
, 2007 The standard theoretical approach underlying insurance regulation originates in actuarial methods and, more specifically, in ruin theory. It’s important to outline this theory, and then to discuss its limits, because it’s the one that most insurance practitioners or regulators have in mind when thinking about insurance regulation, partly, of course ...
Plantin, Guillaume, Rochet, Jean-Charles
openaire +1 more source
Defects in Inorganic Mechanoluminescent Phosphors: Insights and Impacts
Advanced Functional Materials, EarlyView.Mechanoluminescence is attracting more attention recently, and defect dominates mechanoluminescence performances. Investigating how defects work in the mechanoluminescence process is crucial for elucidating its complex luminescence mechanism. This review aims to emphasize the fundamental role of defects in mechanoluminescence, which offers an ...
Wenhao Li +3 more
wiley +1 more source
Martingale Approach to Gambler's Ruin Problem for Correlated Random Walks [PDF]
arXivThe gambler's ruin problem for correlated random walks (CRW), both with and without delays, is addressed using the Optional Stopping Theorem for martingales. We derive closed-form expressions for the ruin probabilities and the expected game duration for CRW with increments $\{1,-1\}$ and for symmetric CRW with increments $\{1,0,-1\}$ (CRW with delays).
arxiv
Advanced Functional Materials, EarlyView.A strategy of sieving catalysis based on the MIL‐101(Cr) with multistage pore structure and Lewis acid sites has been proposed as the catalyst to accelerate the kinetics of desolvation and redox conversion of sulfur species, achieving high performance Mg‐S batteries.
Qinghua Guan +8 more
wiley +1 more source