Results 21 to 30 of about 276,103 (331)
How Much We Gain by Surplus-Dependent Premiums—Asymptotic Analysis of Ruin Probability
Risks, 2021 In this paper, we generate boundary value problems for ruin probabilities of surplus-dependent premium risk processes, under a renewal case scenario, Erlang (2) claim arrivals, and a hypoexponential claims scenario, Erlang (2) claim sizes.
Jing Wang +2 more
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Evaluation of a Measurement Turbulence Model of the Wind Pressure on the Ruin of a Fortified Tower
Slovak Journal of Civil Engineering, 2023 An analysis of the external pressure coefficient on the surface of a ruin in different flow directions is presented. The ruin has almost cube-like proportions with an open roof plane and a destroyed corner.
Poliak Martin +2 more
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Infinite time ruin probability in inhomogeneous claims case
Lietuvos Matematikos Rinkinys, 2010 The article deals with the classical discrete-time risk model with non-identically distributed claims. The recursive formula of infinite time ruin probability is obtained, which enables to evaluate the probability to ruin with desired accuracy.
Eugenija Bieliauskienė +1 more
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Drawing and Performing Exploration in Ruin Site
Diségno, 2023 Concept of ruin is changed today. Building mass becomes a tool for terrorization of the body, it is a structure for the community's memory, and building becomes a place where working as witness is revelatory.
Şebnem Çakaloğulları
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Risks, 2015 In the compound Poisson insurance risk model under a dividend barrier strategy, this paper aims to analyze jointly the aggregate discounted claim amounts until ruin and the total discounted dividends until ruin, which represent the insurer’s payments to ...
Eric C.K. Cheung +2 more
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Parisian ruin over a finite-time horizon [PDF]
Science China Mathematics, 2015 For a risk process $R_u(t)=u+ct-X(t), t\ge 0$, where $u\ge 0$ is the initial capital, $c>0$ is the premium rate and $X(t),t\ge 0$ is an aggregate claim process, we investigate the probability of the Parisian ruin \[ \mathcal{P}_S(u,T_u)=\mathbb{P}\{\inf_{t\in[0,S]} \sup_{s\in[t,t+T_u]} R_u(s)<0\}, \] with a given positive constant $S$ and a ...
Dębicki, K, Hashorva, E, Ji, L
openaire +4 more sources
Second order corrections for the limits of normalized ruin times in the presence of heavy tails
Stochastic Systems, 2014 In this paper we consider a compound Poisson risk model with regularly varying claim sizes. For this model in [4] an asymptotic formula for the finite time ruin probability is provided when the time is scaled by the mean excess function. In this paper
Dominik Kortschak, Søren Asmussen
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First passage problems for upwards skip-free random walks via the $\Phi,W,Z$ paradigm [PDF]
, 2018 We develop the theory of the $W$ and $Z$ scale functions for right-continuous (upwards skip-free) discrete-time discrete-space random walks, along the lines of the analogue theory for spectrally negative L\'evy processes.
Avram, Florin, Vidmar, Matija
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Journal of Applied Mathematics, 2014 Consider dividend problems in the diffusion model with interest and exponentially distributed observation time where dividends are paid according to a barrier strategy.
Cuilian Wang, Xiao Liu
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On the time spent in the red by a refracted L\'evy risk process [PDF]
, 2013 In this paper, we introduce an insurance ruin model with adaptive premium rate, thereafter refered to as restructuring/refraction, in which classical ruin and bankruptcy are distinguished.
Renaud, Jean-François
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