Results 21 to 30 of about 171,937 (326)
BBR: Brazilian Business Review, 2021 The sustainability of the Brazilian Supplementary Health System has been frequently debated, since the number of operators has decreased considerably in recent years after bankruptcy records.
Caio Alexandrino Costa Areias +1 more
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Social Sciences and Humanities Open, 2022 Business and Psychology research (and the Social Sciences, in general) is heavily biased toward explaining the past. The holy grail in such explanation-oriented research is to develop causal theory, and to test this theory with historical data against a ...
Arjen van Witteloostuijn +5 more
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First passage problems for upwards skip-free random walks via the $\Phi,W,Z$ paradigm [PDF]
, 2018 We develop the theory of the $W$ and $Z$ scale functions for right-continuous (upwards skip-free) discrete-time discrete-space random walks, along the lines of the analogue theory for spectrally negative L\'evy processes.
Avram, Florin, Vidmar, Matija
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International Journal of Mathematics for Industry, 2023 This paper studies the Gerber–Shiu function for the insurance surplus process with additional investment under the Bachelier model. The Gerber–Shiu function allows us to study the moments of the time of ruin, which is the first time that the surplus is ...
Sutipon Punaluek, Yuri Imamura
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Sophisticated gamblers ruin and survival chances [PDF]
, 2013 This note explores the mathematical theory to solve modern gamblers ruin problems. We establish a ruin framework and solve for the probability of bankruptcy.
Mehta, Salil
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Gerber–Shiu Function in a Class of Delayed and Perturbed Risk Model with Dependence
Risks, 2020 This paper considers the risk model perturbed by a diffusion process with a time delay in the arrival of the first two claims and takes into account dependence between claim amounts and the claim inter-occurrence times.
Franck Adékambi, Essodina Takouda
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Cash Flow Optimization on Insurance: An Application of Fixed-Point Theory
Mathematics, 2023 The purpose of this paper is to explore a discrete-time cash flow optimization problem of the insurance company with time value of ruin under different interest rates.
Yangmin Zhong, Huaping Huang
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On the Depletion Problem for an Insurance Risk Process: New Non-ruin Quantities in Collective Risk Theory [PDF]
, 2014 The field of risk theory has traditionally focused on ruin-related quantities. In particular, the socalled Expected Discounted Penalty Function has been the object of a thorough study over the years.
Ben-Salah, Zied +3 more
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On the Expected Discounted Penalty Function Using Physics-Informed Neural Network
Journal of Mathematics, 2023 We study the expected discounted penalty at ruin under a stochastic discount rate for the compound Poisson risk model with a threshold dividend strategy. The discount rate is modeled by a Poisson process and a standard Brownian motion.
Jiayu Wang, Houchun Wang
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The life and work of Olof Thorin (1912–2004); pp. 18–25 [PDF]
Proceedings of the Estonian Academy of Sciences, 2008 This paper reviews Olof Thorinâs contributions to mathematical analysis, actuarial mathematics, and probability theory, though in reversed order. In probability theory he is known for his path-breaking work on infinite divisibility.
Lennart Bondesson +2 more
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