An estimate for the ruin probability in a model with variable premiums and with investments in a bond and several stocks [PDF]
We consider a risk process generalizing the classical Cramer-Lundberg process. The feature of the process is that its price function depends on the current reserve of an insurance company as well as on its portfolio consisting of a riskless bond and a finite number of risky assets, modeled by geometric Brownian motions.
openaire +1 more source
Numerical Modeling of Tank Cars Carrying Hazardous Materials With and Without Composite Metal Foam
Large‐scale puncture models consisting of hazardous materials (HAZMATs) tank car with protective steel–steel composite metal foam (S–S CMF) are solved numerically. Tank car plate with added 10.91–13.33 mm thick S–S CMF layer does not puncture. Protective S–S CMF absorbs impact energy, reduces plate deformation, and prevents shear bands formation ...
Aman Kaushik, Afsaneh Rabiei
wiley +1 more source
2D Magnetic and Topological Quantum Materials and Devices for Ultralow Power Spintronics
2D magnets and topological quantum materials enable ultralow‐power spintronics by combining robust magnetic order with symmetry‐protected, Berry‐curvature‐driven transport. Fundamentals of 2D anisotropy and spin‐orbit‐coupling induced band inversion are linked to scalable growth and vdW stacking.
Brahmdutta Dixit +5 more
wiley +1 more source
A note on the Taylor series expansions for multivariate characteristics of classical risk processes. [PDF]
The series expansion introduced by Frey and Schmidt (1996) [Taylor Series expansion for multivariate characteristics of classical risk processes.
Usábel, Miguel A.
core
Automat optical inspection (AOI) techniques in semiconductor fabrication can be leveraged in battery manufacturing, enabling scalable detection and analysis of electrode‐ and cell‐level imperfections through AI‐driven analytics and a digital‐twin framework.
Jianyu Li, Ertao Hu, Wei Wei, Feifei Shi
wiley +1 more source
Calculating multivariate ruin probabilities via Gaver–Stehfest inversion technique. [PDF]
Multivariate characteristics of risk processes are of high interest to academic actuaries. In such models, the probability of ruin is obtained not only by considering initial reserves u but also the severity of ruin y and the surplus before ruin x.
Usábel, Miguel A.
core
4D‐Printed Magneto‐Plasmonic Microrobots for Programmable Spatiotemporal De‐Icing
A 4D‐printing strategy is introduced to achieve programmable de‐icing devices. By aligning gold–magnetite nanofillers within a photosensitive resin, the printed structures exhibit dual magnetic and plasmonic functionalities, enabling precise spatio‐temporal ice removal through thermoplasmonic effects.
Amélie Pérot +7 more
wiley +1 more source
Modelling catastrophe claims with left-truncated severity distributions (extended version) [PDF]
In this paper, we present a procedure for consistent estimation of the severity and frequency distributions based on incomplete insurance data and demonstrate that ignoring the thresholds leads to a serious underestimation of the ruin probabilities.
Burnecki, Krzysztof +4 more
core +1 more source
ABSTRACT Electronic waste has emerged as a major environmental challenge, driven by the massive consumption and a limited lifetime of modern electronic devices, stimulating the development of sustainable electronics. Here, an all‐biomaterial gelatin‐choline‐citric acid ([Ch][CA]) ionogel is developed as an active binder to realize self‐sintered ...
Lin Guo +10 more
wiley +1 more source
Modeling catastrophe claims with left-truncated severity distributions (extended version) [PDF]
In this paper, we present a procedure for consistent estimation of the severity and frequency distributions based on incomplete insurance data and demonstrate that ignoring the thresholds leads to a serious underestimation of the ruin probabilities.
Anna Chernobai +4 more
core

