Results 131 to 140 of about 165 (164)

The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model

North American Actuarial Journal, 2008
Abstract Phase-type distributions are one of the most general classes of distributions permitting a Markovian interpretation. Sparre Andersen risk models with phase-type claim interarrival times or phase-type claims can be analyzed using Markovian techniques, and results can be expressed in compact matrix forms.
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Asymptotic Results for the Severity and Surplus Before Ruin for a Class of Lévy Insurance Processes

2018
We investigate a classical two-sided jumps risk process perturbed by a spectrally negative α-stable process, in which the gain size distribution has a rational Laplace transform. We consider three classes of light- and heavy-tailed claim size distributions.
Ekaterina T. Kolkovska, Ehyter M. Martín-González   +1 more
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I. A letter from Mr. F. A. Esq; R. S. S. to the publisher, with a paper of Mr. S. Flowers containing the exact draughts of several unknown characters, taken from the the ruines at Persepolis.

Philosophical Transactions of the Royal Society of London
<italic>Sir</italic>, I Here send you some Fragments of Papers put into my hands by a very good Friend, relating to antique and obscure inscriptions, which were retrieved after the Death of Mr. <italic>Flower</italic>, Agnet in <italic>Persia</italic> for our <italic>East-India</italic> Company; who ...
Francis Aston, S. Flowers
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Expected discounted penalty function and asymptotic dependence of the severity of ruin and surplus prior to ruin for two-sided Lévy risk processes

Communications in Statistics - Theory and Methods, 2022
Ehyter M. Martín-González, Ekaterina T. Kolkovska   +1 more
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A note on probability and severity of ruin for generalized Lindley claim size distribution

2019
ESCI
Gómez Déniz, Emilio, Ghitany, M E, Al-Mutairi, D. K.   +2 more
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The parallelization of a two-phase distributed hybrid ruin-and-recreate genetic algorithm for solving multi-objective vehicle routing problem with time windows

Expert Systems With Applications, 2021
Thau-Soon Khoo
exaly  

084010 (M13) Approximate solutions of severity of ruin

Insurance: Mathematics and Economics, 1997
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Road to Ruin: Targeting Proteins for Degradation in the Endoplasmic Reticulum

Science, 2011
Hidde L Ploegh, Jonathan S Weissman
exaly  

Growth paths and survival chances: An application of Gambler's Ruin theory

Journal of Business Venturing, 2013
alexander Coad, Richard G Roberts, David J Storey   +2 more
exaly  

Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate

Methodology and Computing in Applied Probability, 2011
Kaiyong Wang, Qingwu Gao
exaly