Results 31 to 40 of about 171,937 (326)

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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On the computation of upper approximations to ultimate ruin probabilities in case of DFR claimsize distributions

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 large deviations approach to limit theory for heavy-tailed time series [PDF]

, 2015
In this paper we propagate a large deviations approach for proving limit theory for (generally) multivariate time series with heavy tails. We make this notion precise by introducing regularly varying time series.
Mikosch, T., Wintenberger, O.
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Fourier-cosine method for ruin probabilities [PDF]

, 2015
In theory, ruin probabilities in classical insurance risk models can be expressed in terms of an infinite sum of convolutions, but its inherent complexity makes efficient computation almost impossible.
Chau, KW, Yam, SCP, Yang, H
core   +1 more source

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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Une spatialité anti-moderne des ruines post-apocalyptiques. La figuration du rapport à l’environnement du film I Am Legend

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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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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Dramatic Representation of Trench Space as an ‘Experiential Ruin’ in R.C. Sherriff’s Journey’s End and Sean O’Casey’s The Silver Tassie

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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Parisian ruin probability for Markov additive risk processes

Advances in Difference Equations, 2018
In this paper, we consider a spectrally negative Markov additive risk process. Using the theory of Jordan chain, a compact formula of Parisian ruin probability is given.
Xianghua Zhao, Hua Dong
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Supremum Distribution of Weighted Sum of Random Processes from Orlicz Spaces of Exponential Type with Continuous Deviation

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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