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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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Numerical Method for a Perturbed Risk Model with Proportional Investment
Mathematics, 2022 In this paper, we study the perturbed risk model with a threshold dividend strategy and proportional investment. The insurance companies are allowed to invest their surplus in a financial market consisting of a risk-free asset and a risky asset in fixed ...
Chunwei Wang, Naidan Deng, Silian Shen
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Statistica, 2007 In the present note we consider the classical continuous time model of the collective theory of risk under the assumption that the claimsize distribution is DFR (decreasing failure rate) so that, according to well known queueing results, the ultimate ...
Luca Barzanti, Corrado Corradi
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A Risk Model with an Observer in a Markov Environment
Risks, 2013 We consider a spectrally-negative Markov additive process as a model of a risk process in a random environment. Following recent interest in alternative ruin concepts, we assume that ruin occurs when an independent Poissonian observer sees the process as
Hansjörg Albrecher, Jevgenijs Ivanovs
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Revista Alicantina de Estudios Ingleses, 2018 Physical forms of ruin and psychological forms of ruination is an area within spatial theory that will enhance literary studies, especially literature of the First World War.
Patterson, Jonathan
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Territoire en Mouvement, 2023 The film I Am Legend depicts a relationship between humanity and the environment that is both antimodern and eschatological. On the one hand, transforming the nature of things through urban artificialization and medicine promising immortality has created
Nathanaël Wadbled
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Convexity of Ruin Probability and Optimal Dividend Strategies for a General Lévy Process
The Scientific World Journal, 2015 We consider the optimal dividends problem for a company whose cash reserves follow a general Lévy process with certain positive jumps and arbitrary negative jumps.
Chuancun Yin, Kam Chuen Yuen, Ying Shen
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Optimal Premium as a Function of the Deductible: Customer Analysis and Portfolio Characteristics
Risks, 2016 An insurance company offers an insurance contract ( p , K ) , consisting of a premium p and a deductible K. In this paper, we consider the problem of choosing the premium optimally as a function of the deductible. The insurance company is facing a
Julie Thøgersen
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Desert and ruins — landscapes of anger and traces of unbelief (landscape and Scripture)
Российский журнал истории Церкви, 2020 The article treats of the experience of using two fundamental motives in architectural semantics — “desert” and “ruin” in order to resolve the hermeneutic paradox, which is peculiar to sacred architecture, considered in the context of Abrahamic tradition:
S. S. Vaneyan
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Austrian Journal of Statistics, 2023 The paper studies distribution of sum of random processes from Orlicz spaces of exponential type weighted by continuous functions, in particular, processes from spaces Subϕ (Ω), SSubϕ (Ω) and class V (ϕ, ψ) are considered.
Dmytro Tykhonenko, Rostyslav Yamnenko
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