Results 31 to 40 of about 276,103 (331)
Queues and risk processes with dependencies [PDF]
, 2013 We study the generalization of the G/G/1 queue obtained by relaxing the assumption of independence between inter-arrival times and service requirements. The analysis is carried out for the class of multivariate matrix exponential distributions introduced
Badila, E. S. +2 more
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Numerical Ruin Probability in the Dual Risk Model with Risk-Free Investments
Risks, 2018 In this paper, a dual risk model under constant force of interest is considered. The ruin probability in this model is shown to satisfy an integro-differential equation, which can then be written as an integral equation. Using the collocation method, the
Sooie-Hoe Loke, Enrique Thomann
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Risks, 2022 We introduce here a diffusion-type approximation of the ruin probability both in finite and infinite time for a two-dimensional risk process, where claims and premiums are shared with a predetermined proportion.
Krzysztof Burnecki +2 more
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Sophisticated gamblers ruin and survival chances [PDF]
, 2013 This note explores the mathematical theory to solve modern gamblers ruin problems. We establish a ruin framework and solve for the probability of bankruptcy.
Mehta, Salil
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Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force
Journal of Inequalities and Applications, 2016 In this paper, we consider a perturbed compound Poisson risk model with stochastic premiums and constant interest force. We obtain the upper bound and Lundberg-Cramér approximation for the infinite-time ruin probability, and consider the asymptotic ...
Jianhua Cheng, Yanwei Gao, Dehui Wang
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On the Optimal Dividend Problem for Insurance Risk Models with Surplus-Dependent Premiums [PDF]
, 2015 This paper concerns an optimal dividend distribution problem for an insurance company with surplus-dependent premium. In the absence of dividend payments, such a risk process is a particular case of so-called piecewise deterministic Markov processes. The
Marciniak, Ewa, Palmowski, Zbigniew
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Reinvigorating Life of Southern Italy Fortified Architecture in Ruin: From Knowledge to Conservation [PDF]
Athens Journal of Architecture, 2020 Southern Italy, the ancient Kingdom of Naples and Sicily, shows a rich heritage of fortified architecture, with towers, castles, boundary walls and any other defensive works, witnesses of historical seasons of sieges and enemy attacks.
Federica Ribera, Pasquale Cucco
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Recursive calculation of time to ruin distributions
Insurance: Mathematics and Economics, 2002 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Cardoso, Rui M. R. +1 more
openaire +3 more sources
Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Alveolar soft part sarcoma (ASPS) is a rare soft tissue sarcoma occurring most commonly in adolescence and young adulthood. Methods We present the clinical characteristics, treatments, and outcomes of patients with newly diagnosed ASPS enrolled on the Children's Oncology Group study ARST0332.
Jacquelyn N. Crane +11 more
wiley +1 more source
On a Fractional Stochastic Risk Model with a Random Initial Surplus and a Multi-Layer Strategy
Mathematics, 2022 The paper deals with a fractional time-changed stochastic risk model, including stochastic premiums, dividends and also a stochastic initial surplus as a capital derived from a previous investment.
Enrica Pirozzi
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