Results 271 to 280 of about 171,937 (326)
, 2007 Some of the next articles are maybe not open access.
Related searches:
Related searches:
Ruin theory with stochastic return on investments
Advances in Applied Probability, 1997We consider a risk process with stochastic interest rate, and show that the probability of eventual ruin and the Laplace transform of the time of ruin can be found by solving certain boundary value problems involving integro-differential equations. These equations are then solved for a number of special cases.
Paulsen, Jostein, Gjessing, Håkon K.
exaly +5 more sources
Mathematical fun with ruin theory
Insurance: Mathematics and Economics, 1988Some classical results of ruin theory are derived by probabilistic methods, which have an interest of their own. Let \(X_ 1\), \(X_ 2\),... be positive, independent and identically distributed random variables with common mean \(\mu\).
openaire +4 more sources
Ruin theory with compounding assets — a survey
Insurance: Mathematics and Economics, 1998zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jostein Paulsen
openaire +4 more sources
2016
Classical ruin theory was developed by Lundberg in 1907 and refined by Cramer in 1930. This theory describes the evolution of the surplus of an insurance company over time. It assumes that an insurance company begins with an initial surplus and then receives premiums continuously at a constant rate. It also assumes that claims of random and independent
openaire +1 more source
Classical ruin theory was developed by Lundberg in 1907 and refined by Cramer in 1930. This theory describes the evolution of the surplus of an insurance company over time. It assumes that an insurance company begins with an initial surplus and then receives premiums continuously at a constant rate. It also assumes that claims of random and independent
openaire +1 more source
Nuclear Physics A, 1993
Abstract Although the central limit theorem and the gaussian approximation are useful for describing the usual behaviour of statistical systems they are useless for discussing very small probabilities i.e. for quantifying the likelihood of very rare events. For this latter purpose the ruin theory of F. Esscher is well adapted; it is exposed, and some
openaire +1 more source
Abstract Although the central limit theorem and the gaussian approximation are useful for describing the usual behaviour of statistical systems they are useless for discussing very small probabilities i.e. for quantifying the likelihood of very rare events. For this latter purpose the ruin theory of F. Esscher is well adapted; it is exposed, and some
openaire +1 more source
Inequality extensions of Prabhu’s formula in ruin theory
Insurance: Mathematics and Economics, 1999zbMATH Open Web Interface contents unavailable due to conflicting licenses.
de Vijlder, F.E.C., Goovaerts, M.J.
openaire +2 more sources
Poisson Processes and Ruin Theory
2009We give in this chapter the main results on Poisson processes, which are basic examples of jump processes. Despite their elementary properties they are building blocks of jump process theory. We present various generalizations such as inhomogeneous Poisson processes and compound Poisson processes.
Monique Jeanblanc +2 more
openaire +1 more source
SSRN Electronic Journal, 2016
This paper responds to an ongoing discussion initiated by Duncan Kennedy concerning the identity of "contemporary legal thought." This contribution argues that that category is so hard to define or exemplify because the historical conditions for its possibility are lacking.
openaire +1 more source
This paper responds to an ongoing discussion initiated by Duncan Kennedy concerning the identity of "contemporary legal thought." This contribution argues that that category is so hard to define or exemplify because the historical conditions for its possibility are lacking.
openaire +1 more source