Results 31 to 40 of about 34,365,461 (339)
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
doaj +1 more source
Symmetry, 2020 The ruin probability is used to determine the overall operating risk of an insurance company. Modeling risks through the characteristics of the historical data of an insurance business, such as premium income, dividends and reinvestments, can usually ...
Yinghao Chen +4 more
semanticscholar +1 more source
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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Ruin Probabilities with Dependence on the Number of Claims within a Fixed Time Window
Risks, 2016 We analyse the ruin probabilities for a renewal insurance risk process with inter-arrival times depending on the claims that arrive within a fixed (past) time window. This dependence could be explained through a regenerative structure.
Corina Constantinescu +3 more
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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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IEEE Access, 2020 Developing an algorithm that can solve the vehicle routing problem with time windows (VRPTW) and create near-optimal solutions with the least difference in magnitude is a challenging task.
Thau-Soon Khoo +4 more
semanticscholar +1 more source
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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, 2020 The main objectives of this paper are to construct a new risk model for modelling the Hybrid-Takaful (Islamic Insurance) and to develop a computational procedure for calculating the associated ruin probability.
Dila Puspita, Adam W. Kolkiewicz, K. Tan
semanticscholar +1 more source
FEBS Letters, EarlyView.This review focuses on the role of autophagy and mitophagy in maintaining pancreatic β‐cell function and homeostasis. We discuss how genetic defects affecting these pathways contribute to the development of type 1, type 2, monogenic, and gestational diabetes. We further explore their potential as therapeutic targets. Created in BioRender.
Yunkyeong Lee +2 more
wiley +1 more source
‘Guide and Prejudice’— How Argonautes recognize targets across domains of life
FEBS Letters, EarlyView.Argonaute proteins use short nucleic‐acid guides to locate and regulate specific targets across all domains of life. Despite striking diversity—from human gene silencing to bacterial immune defence—all Argonautes share a conserved three‐stage recognition logic: guide‐directed sampling, progressive target pairing with a conformational checkpoint and ...
Jack P. K. Bravo
wiley +1 more source