Results 51 to 60 of about 34,365,461 (339)
Some continuity estimates for ruin probability and other ruin-related quantities
Modern Stochastics: Theory and ApplicationsIn this paper we investigate continuity properties for ruin probability in the classical risk model. Properties of contractive integral operators are used to derive continuity estimates for the deficit at ruin.
Lazaros Kanellopoulos
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Ruin Probability for the Insurer–Reinsurer Model for Exponential Claims: A Probabilistic Approach
Risks, 2021 In this paper, we consider a two-dimensional risk process in which the companies split each claim and premium in a fixed proportion. It serves as a classical framework of a quota-share reinsurance contract for a given business line.
Krzysztof Burnecki +2 more
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, 2020 In this paper, we consider a time-dependent risk model with a Brownian perturbation. In this model, there is a dependence structure between the claim sizes and their corresponding interarrival times.
Kai-Yong Wang, Y. Cui, Yanzhu Mao
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FEBS Open Bio, EarlyView.UiO‐66(Zr) metal–organic frameworks are chemically stable, biocompatible, and highly tunable nanomaterials. Their modular structure enables controlled drug delivery, multimodal bioimaging, and light‐activated photodynamic therapy, supporting integrated diagnostic and therapeutic (theranostic) applications in cancer and biomedical research.
Veronika Huntošová +2 more
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Numerical Calculation of Finite-Time Ruin Probabilities in the Dual Risk Model
RisksIn the dual risk model, while the ultimate ruin probability has an exact and straightforward formula, the mathematics becomes significantly more complex when considering a finite time horizon, and the literature on this topic is scarce.
Rui M. R. Cardoso, Andressa C. O. Melo
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Cash Flow Optimization on Insurance: An Application of Fixed-Point Theory
Mathematics, 2023 The purpose of this paper is to explore a discrete-time cash flow optimization problem of the insurance company with time value of ruin under different interest rates.
Yangmin Zhong, Huaping Huang
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FEBS Open Bio, EarlyView.The presence of biotin‐binding avidin proteins in fish and their biological significance are poorly characterized. We cataloged fish avidins and demonstrate that they are widely present and evolutionarily conserved. We created avd knockout zebrafish and show that zebavidin is dispensable for development and that resistance of avd knockout embryos in ...
Anni K. Saralahti +5 more
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FEBS Open Bio, EarlyView.The two catalytic subunits of typhoid toxin dissociate from the holotoxin in the ER of an intoxicated cell, but only CdtB exits the ER to generate immunosuppressive effects. PltA is retained in the ER and sequestered from its cytosolic target, thus allowing the anti‐inflammatory effects of CdtB to promote intestinal colonization.
Maria C. Zabala‐Rodriguez +4 more
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Optimal policies for discrete time risk processes with a Markov chain investment model [PDF]
, 2006 We consider a discrete risk process modelled by a Markov Decision Process. The surplus could be invested in stock market assets. We adopt a realistic point of view and we let the investment return process to be statistically dependent over time.
Romera, Rosario, Diasparra, Maikol
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The Ornstein-Uhlenbeck-Type Model with a Hybrid Dividend Strategy
Journal of Applied Mathematics, 2013 We consider the Ornstein-Uhlenbeck-type model. We first introduce the model and then find the ordinary differential equations and boundary conditions satisfied by the dividend functions; closed-form solutions for the dividend value functions are given ...
Dan Zhu, Chuancun Yin
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