Results 301 to 310 of about 276,103 (331)

2. AGAINST TIME’S RUIN

1950
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Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate

Methodology and Computing in Applied Probability, 2011
Kaiyong Wang, Qingwu Gao
exaly  

On ruin for the Erlang(n) risk process

Insurance: Mathematics and Economics, 2004
Shuanming Li, Jose garrido
exaly  

The Ruins of Time

2019
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Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments

Advances in Applied Probability, 2004
Qihe Tang, Gurami Sh Tsitsiashvili
exaly  

Analysis of a defective renewal equation arising in ruin theory

Insurance: Mathematics and Economics, 1999
Gordon E Willmot
exaly  

On Ruins: Contingency, Time Parallax, and “The Ruined Cottage”

2018
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Conclusion. The Ruins of Time

2019
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Numerical methods for the time of ruin

2013
In this paper we study the distribution of the time to ruin in the classical risk model. We employ the Gram-Charlier and Edgeworth series to approximate this distribution. We prove, by using numerical calculation methods, that the Edgeworth approximation gives better results. We also examine asymptotic behaviour of the moments of the time to ruin.
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The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin

Insurance: Mathematics and Economics, 1997
exaly