Results 1 to 10 of about 165 (164)
Ruin Probability Functions and Severity of Ruin as a Statistical Decision Problem [PDF]
Risks, 2019 It is known that the classical ruin function under exponential claim-size distribution depends on two parameters, which are referred to as the mean claim size and the relative security loading. These parameters are assumed to be unknown and random, thus,
Emilio Gómez-Déniz +2 more
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Measuring Systemic Governmental Reinsurance Risks of Extreme Risk Events
Risks, 2023 This study presents an easy-to-handle approach to measuring the severity of reinsurance that faces a system of dependent claims, where the reinsurance contracts are of excess loss or proportional loss. The proposed approach is a natural generalization of
Elroi Hadad, Tomer Shushi, Rami Yosef
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Letter to the Editor – The impact of COVID-19 on cancer multidisciplinary teams’ meetings and tumor boards: what should we think about to overcome and amend? [PDF]
World Cancer Research Journal, 2020 On December 2019, a viral pneumonia known as corona virus disease 2019 (COVID-19) was reported in China and it has spread rapidly throughout the world. The first official announcement of the first case of death due to COVID-19 was made on February 2020 ...
A. Jalaeefar, B. Eslami, R. Omranipour
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On the Probability and Severity of Ruin [PDF]
ASTIN Bulletin, 1987 AbstractIn the usual model of the collective risk theory, we are interested in the severity of ruin, as well as its probability. As a quantitative measure, we propose G(u, y), the probability that for given initial surplus u ruin will occur and that the deficit at the time of ruin will be less than y, and the corresponding density g(u, y).
Gerber, Hans U. +2 more
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The Probability and Severity of Ruin in Finite and Infinite Time [PDF]
ASTIN Bulletin, 1992 AbstractIn this paper we present algorithms to calculate the probability and severity of ruin in both finite and infinite time for a discrete time risk model. We show how the algorithms can be applied to give approximate values for the same quantities in the classical continuous time risk model.
David C. M. Dickson, Howard R. Waters
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Ruin Time and Severity for a Lévy Subordinator Claim Process: A Simple Approach
Risks, 2013 This paper is concerned with an insurance risk model whose claim process is described by a Lévy subordinator process. Lévy-type risk models have been the object of much research in recent years. Our purpose is to present, in the case of a subordinator, a
Claude Lefèvre, Philippe Picard
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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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Ruin Probability Analysis in Automobile Insurance Using Gamma-Cubic Transmuted Exponential Distribution for Claim Severity [PDF]
International Journal of Mathematical, Engineering and Management SciencesInsurance companies must confront and manage financial risks to ensure their survival. This article analyzes and manages risks by estimating ruin probability using the newly developed Gamma-Cubic Transmuted Exponential (GCTE) claim severity distribution.
Jiramet Hengcharoensuk, Adisak Moumeesri
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ORTHOSTATIC HYPOTENSION IN PSYCHIATRY (A LITERATURE REVIEW WITH AUTHORS’ COMMENTS)
Siberian Journal of Life Sciences and Agriculture, 2019 Purpose. To provide the reader with a thorough overview of epidemiology, potential risk factors, etiological causes, and pathogenetic mechanisms of the development of orthostatic hypotension in psychiatry.
Roman Aleksandrovich Bekker +1 more
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URBAN INFRASTRUCTURE AND BUILDINGS IN RUINS: DAMAGE SEVERITY MAPPING OF NEIGHBORHOODS AFFECTED BY THE JUNE 2018 WINDSTORM IN BAUCHI [PDF]
The International Archives of the Photogrammetry, Remote Sensing and Spatial Information Sciences, 2019 Abstract. Bauchi for the first time in history experienced a horrific windstorm that lasted for not more than 2 hours, but destroyed more than 20 lives and thousands urban infrastructure. This study examines the monumental damage on buildings and structures as a result of the June, 2018 windstorm disaster event in Bauchi.
K. M. Kafi +5 more
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