Results 21 to 30 of about 34,365,461 (339)
Finite-Time Ruin Probabilities of Bidimensional Risk Models with Correlated Brownian Motions
Mathematics, 2023 The present work concerns the finite-time ruin probabilities for several bidimensional risk models with constant interest force and correlated Brownian motions. Under the condition that the two Brownian motions {B1(t),t≥0} and {B2(t),t≥0} are correlated,
Dan Zhu, Ming Zhou, Chuancun Yin
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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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Asymptotics for the time of ruin in the war of attrition [PDF]
Advances in Applied Probability, 2017 AbstractWe consider two players, starting withmandnunits, respectively. In each round, the winner is decided with probability proportional to each player's fortune, and the opponent loses one unit. We prove an explicit formula for the probabilityp(m,n) that the first player wins. Whenm~Nx0,n~Ny0, we prove the fluid limit asN→ ∞.
Ernst, Philip A., Grigorescu, Ilie
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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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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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On the time value of ruin in the discrete time risk model [PDF]
, 2002 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,
Garrido, José, Li, Shuanming
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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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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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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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Approximations of the ruin probability in a discrete time risk model [PDF]
, 2020 Based on a discrete version of the Pollaczeck-Khinchine formula, a general method to calculate the ultimate ruin probability in the Gerber-Dickson risk model is provided when claims follow a negative binomial mixture distribution.
David J. Santana, L. Rincón
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