Results 61 to 70 of about 1,850 (241)
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.
Rafal Weron +4 more
core
Approximations for multivariate characteristics of classical risk ruin processes [PDF]
, 1998 Multivariate characteristic of risk processes are of high interest to academic actuaries. In such modele the probability of ruin ie obtained not only considering initial reserves u but the severity of ruin y and the surplus before ruin x.
Usábel Rodrigo, Miguel Arturo
core
Laser‐Assisted Phase Engineering of 2D MoS2 for Efficient Solution‐Processed Electronics
Advanced Materials, EarlyView.Here, local laser‐assisted phase transition from solution‐processed phase‐pure 1T′ to 2H MoS2 is shown to critically depend on the irradiation atmosphere. While processing in air leads to damaged insulating regions, inert conditions yield semiconducting 2H domains, enabling direct field‐effect transistor patterning with optimized lateral 1T′‐2H MoS2 ...
Anna Zhuravlova +10 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.
Chernobai, Anna +4 more
core +1 more source
Some stable algorithms in ruin theory and their applications [PDF]
, 1995 In this paper we present a stable recursive algorithm for the calculation of the probability of ultimate ruin in the classical risk model. We also present stable recursive algorithms for the calculation of the joint and marginal distributions of the ...
David C M Dickson +3 more
core
Switchable Magnonic Crystals Based on Spin Crossover/CrSBr Heterostructures
Advanced Materials, EarlyView.Multiscale modeling is employed to investigate the functionality of a light‐controlled, tunable magnonic crystal based on spin‐crossover Fe‐pz molecules integrated with a monolayer of CrSBr. Ab initio simulations confirm that the molecules remain functional on the CrSBr surface, while a semiclassical elastic model demonstrates that light‐induced ...
Andrei Shumilin +4 more
wiley +1 more source
BARRIER PROBABILITIES AND MAXIMUM SEVERITY OF RUIN FOR A RENEWAL RISK MODEL [PDF]
In this paper, we consider a renewal risk model with dividend barrier, in which the claim inter-occurrence times are generalized exponential. We obtain explicit expression for the probability of absorption by an upper barrier b, before ruin occurs when ...
K. K. THAMPI, N. RAJU, M. J. JACOB
core
Advanced Materials, EarlyView.A dual‐timescale reservoir based on monolithically 3D (M3D)‐integrated CNT solid ion‐gated transistors is demonstrated. Tunable ionic dynamics and pulse‐engineered operation enable linear and symmetric synaptic updates. The M3D‐integrated array achieves robust temporal encoding and accurate classification of moving MNIST sequences, highlighting its ...
Haksoon Jung +9 more
wiley +1 more source
On the moments of ruin and recovery times [PDF]
, 2000 In this paper we consider the calculation of moments of the time to ruin and the duration of the first period of negative surplus.We present a recursive method by considering a discrete time compound Poisson process used by Dickson et al. [Astin Bull. 25
Reis, Alfredo D. Egídio dos
core +2 more sources
Ratiometric Mycotoxin Detection in Living Plants With Dual‐Emissive Nanosensors
Advanced Materials, EarlyView.A minimally invasive microneedle patch integrates carbon dot‐embedded metal–organic frameworks as nanosensors to detect a key fungal toxin in living plants. The nanosensor produces a ratiometric fluorescence signal that enables early, non‐destructive diagnosis of fungal infection before visible symptoms, offering a new biomaterials‐based strategy for ...
Yuliang Li +9 more
wiley +1 more source