Results 281 to 290 of about 34,365,461 (339)

On the Probability of (Non-) Ruin in Infinite Time

Scandinavian Actuarial Journal, 2001
In the context of the classical Poisson ruin model Gerber (1988a,b) and Shiu (1987, 1989) have obtained two formulae for the ruin and non ruin probabilities in infinite time. Here these two formulae are generalized to the case of an arbitrary premium process when all claims are integer-valued, as in Picard & Lefevre (1997).
Picard, P., Lefèvre, Claude
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Gerber–Shiu Function at Draw-Down Parisian Ruin Time for the Spectrally Negative Lévy Risk Process

Bulletin of the Iranian Mathematical Society, 2021
Aili Zhang
semanticscholar   +2 more sources

The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion

Insurance: Mathematics and Economics, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Chiu, S. N., Yin, C. C.
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Numerical solution for ruin probability of continuous time model based on neural network algorithm

Neurocomputing, 2019
In the classical risk model, the ruin probability satisfies the renewal Integro-differential equation, which only has an analytic solution when the claim distribution obeys the exponential distribution.
Tao Zhou, Xia Liu, Muzhou Hou, Chun-Hui Liu   +3 more
semanticscholar   +1 more source

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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Moments of the Time of Ruin, Surplus Before Ruin and the Deficit at Ruin in the Erlang(N) Risk Process

Acta Mathematicae Applicatae Sinica, English Series, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Xing, Yongsheng, Wu, Rong
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Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations

, 2019
This paper considers a generalized bidimensional continuous-time risk model with heavy-tailed claims and Brownian perturbations. In this model, the claim sizes from different lines of business are tail asymptotically independent, while the claim-number ...
Dong-Ya Cheng
semanticscholar   +1 more source

On the Ruin Probabilities in a Discrete Time Insurance Risk Process with Capital Injections and Reinsurance

Sankhya A, 2023
Abouzar Bazyari
semanticscholar   +1 more source

Asymptotic Finite-Time Ruin Probabilities for a Bidimensional Delay-Claim Risk Model with Subexponential Claims

Methodology and Computing in Applied Probability, 2022
Dawei Lu, Meng Yuan
semanticscholar   +1 more source

On the time of Ruin

2005
In this paper we expose the problem concerning the determination of the time of ruin via the Gerber-Shiu equation, in the exponential case. We obtain a finite solution with a convolution type series expansion.
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