Results 281 to 290 of about 276,103 (331)

Some Finite Time Ruin Problems

Annals of Actuarial Science, 2007
ABSTRACTIn the classical risk model, we use probabilistic arguments to write down expressions in terms of the density function of aggregate claims for joint density functions involving the time to ruin, the deficit at ruin and the surplus prior to ruin.
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Mean Ruin Time for Gambler's Ruin Problem

2011 International Conference on Business Computing and Global Informatization, 2011
In this note, we point out mean ruin time is a concept which is different from mean persisting gambled time and present theoretical and numerical solutions for mean ruin time of gambler's ruin problem. Then we employ Monte Carlo simulation to verify that mean ruin time of the gambler with less initial fortune is far less than mean persisting gambled ...
Xu Meiping, Xu Yuanwei
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Causality: Ruin Time and Ruins

Leonardo, 1988
A ruin is defined as the disjunctive product of the intrusion of nature upon an edifice without loss of the unity produced by the human builders. Ruin time, proposed as the principal cause of ruin, serves also to unify the ruin. In a ruin the edifice, the human-made part, and nature are one and inseparable; an edifice separated from its natural setting
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Multirisks Model and Finite-Time Ruin Probabilities

Methodology And Computing In Applied Probability, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Picard, P., Lefèvre, Claude, Coulibaly, I.   +2 more
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Ruin time and aggregate claim amount up to ruin time for the perturbed risk process

Scandinavian Actuarial Journal, 2013
We consider the classical Sparre-Andersen risk process perturbed by a Wiener process, and study the joint distribution of the ruin time and the aggregate claim amounts until ruin by determining its Laplace transform. This is first done when the claim amounts follow respectively an exponential/Phase-type distribution, in which case we also compute the ...
Rabehasaina, Landy, Chi-Liang Tsai, Cary
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Temporal Deconstructions: Narrating the Ruins of Time

2022
Glenda Norquay looks at fiction by Kate Atkinson, A.L. Kennedy, Ali Smith and Louise Welsh, and at their preoccupation with what Smith calls the ‘annoying’ fact of temporality. For Norquay, the four writers challenge temporality politically, in order to contest conventional narratives around romance and ultimately to address the gendering of history ...
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The Archaeology of Ruin-Time

2020
Abstract Chapter 7 addresses the peculiar archaeology of the blitzed landscape, when air raids made new ruins out of modern-day infrastructure, even while revealing older ones from London’s Roman past. Theorists have often conceived of the temporality of ruins as a dialectic between pastness and futurity, ending and return, and these ...
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A Time for Ruins

2008
The English translation of W. G. Sebald’s slim volume of reflections on air war and literature, On the Natural History of Destruction, took its title from Solly Zuckerman’s 1945 project to report on the destruction of Cologne. Overwhelmed by the experience, he never wrote the report realizing that he did not have the language to describe the utter ...
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Conditional Time Before Ruin of an Insurance Company

Russian Physics Journal, 2002
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kats, V. M., Lifshits, K. I.
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Supermodular Comparison of Time-to-Ruin Random Vectors

Methodology and Computing in Applied Probability, 2007
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Denuit, Michel, Frostig, Esther, Levikson, Benny   +2 more
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