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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Ruin Time and Severity for a Lévy Subordinator Claim Process: A Simple Approach [PDF]
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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On the Joint Analysis of the Total Discounted Payments to Policyholders and Shareholders: Dividend Barrier Strategy [PDF]
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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The influence of citrus rootstocks on lime genotype tolerance to witches’ broom disease [PDF]
Scientific ReportsUnfortunately, over the past two decades, Mexican lime orchards have faced a significant threat from witches’ broom disease of lime (WBDL), associated with ‘Candidatus Phytoplasma aurantifolia’, leading to the ruin of many orchards in southern Iran.
Samaneh Raheb +3 more
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Major depressive episode in the elderly. Use of maintenance ECT: a case report. [PDF]
European PsychiatryIntroduction We present the case of an elderly patient with a severe depressive episode who, in order to maintain psychopathological stabilisation, receives ECT on an outpatient basis.
A. Izquierdo De La Puente +3 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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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).
Hans U. Gerber +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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