Results 91 to 100 of about 276,103 (331)
ON THE TIME VALUE OF RUIN IN THE DISCRETE TIME RISK MODEL [PDF]
Using an approach similar to that of Gerber and Shiu (1998), a recursive formula is given for the expected discounted penalty due at ruin, in the discrete time risk model. With it the joint distribution of three random variables is obtained; time to ruin,
José Garrido, Shuanming Li
core
Advanced Engineering Materials, EarlyView.Carbon nanomaterial‐reinforced epoxy composites exhibit pronounced piezoresistive behavior, enabling intrinsic damage sensing under cyclic and fatigue loading. This review critically compares carbon nanotube and graphene systems, correlating filler content, percolation threshold, and gauge factor with sensing stability and damage evolution.
J. M. Parente +3 more
wiley +1 more source
Operations Research and Decisions, 2015 The paper focuses on a quantitative analysis of the probability of ruin in a finite time for a discrete risk process with proportional reinsurance and investment of the financial surplus.
Helena Jasiulewicz, Wojciech Kordecki
doaj
A Knowledge‐Based Approach for Understanding and Managing Additive Manufacturing Data
Advanced Engineering Materials, EarlyView.Additive manufacturing processes generate a large amount of data. Effectively managing, understanding, and retrieving information from this data remains a major challenge. Therefore, we propose an ontology‐based approach to integrate heterogeneous data, enable semantic queries, and support decision‐making.
Mina Abd Nikooie Pour +5 more
wiley +1 more source
Ruin probability analysis in geometric inhomogeneous claims case
Lietuvos Matematikos Rinkinys, 2011 The discrete time risk model with inhomogeneous claims is analyzed. The finite time ruin probability expression is obtained for the case when claims are distributed by geometric distribution with changing parameters.
Eugenija Bieliauskienė
doaj +1 more source
Finite time ruin probabilities and martingales
Informatica, 1991 The main purpose of this paper is to introduce collective risk theory in its simplest form. The author uses martingale theory to explore the finite resp. infinite time ruin probabilities. Furthermore, the time dependent Lundberg inequality and the time of ruin are also studied. Some open problems are pointed out at the end of this paper.
openaire +2 more sources
A limit theorem for the time of ruin in a Gaussian ruin problem
Stochastic Processes and their Applications, 2008 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hüsler, Jürg, Piterbarg, Vladimir
openaire +1 more source
The Effect of a Threshold Proportional Reinsurance Strategy on Ruin Probabilities [PDF]
In the context of a compound Poisson risk model, we define a threshold proportional reinsurance strategy: A retention level k1 is applied whenever the reserves are less than a determinate threshold b, and a retention level k2 is applied in the other case.
Anna Castaner +2 more
core +1 more source
Advanced Engineering Materials, EarlyView.This study develops sustainable MgO–C refractories using recycled materials and eco‐friendly fructose–tannin binders. The enhanced performance of citric acid as a cross‐linker and functional additives on mechanical and thermomechanical properties was examined. Characterization included strength tests, immersion trials, and microstructural and inclusion
Dinesh K. Gunasekar +7 more
wiley +1 more source
Time of ruin in a risk model with generalized Erlang (n) interclaim times and a constant dividend barrier [PDF]
In this paper we analyze the time of ruin in a risk process with the interclaim times being Erlang(n) distributed and a constant dividend barrier. We obtain an integro-differential equation for the Laplace Transform of the time of ruin.
M. Mercedes Claramunt Bielsa +1 more
core +1 more source