Results 131 to 140 of about 274,746 (183)

On the Time Value of Ruin

North American Actuarial Journal, 1998
Abstract This paper studies the joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin. The time of ruin is analyzed in terms of its Laplace transforms, which can naturally be interpreted as discounting. Hence the classical risk theory model is generalized by discounting with respect to the time of ruin. We
Hans U. Gerber, Elias S.W. Shiu
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The moments of the time of ruin, the surplus before ruin, and the deficit at ruin

Insurance: Mathematics and Economics, 2000
This paper studies the joint and marginal moments of the time of ruin, the surplus just before ruin, and the deficit at ruin. It expresses the moments in terms of compound geometric tails and presents recursive relations between the moments. Examples are given for individual claim random variables being exponential, combinations of exponentials, and ...
Lin, X. Sheldon, Willmot, Gordon E.
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Ruin Time of Uncertain Insurance Risk Process

IEEE Transactions on Fuzzy Systems, 2018
An insurance risk process usually describes the risk of an insurance company via many criteria, such as ruin index, ruin time, and deficit. So far, the insurance risk process involving random factors has been extensively investigated. As a complement, considering the human uncertainty in running an insurance company, this paper studies an insurance ...
Kai Yao, Jian Zhou
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The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin

Insurance: Mathematics and Economics, 1997
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Gerber, Hans U., Shiu, Elias S. W.
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Recursive calculation of finite-time ruin probabilities

Insurance: Mathematics and Economics, 1988
We develop a simple algorithm for the numerical calculation of finite- time ruin probabilities in a general discrete-time risk process model. These probabilities can be used for the calculation of approximations for the finite-time ruin probabilities in the classical actuarial risk model.
de Vylder, F., Goovaerts, M. J.
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Conditional Time Before Ruin of an Insurance Company

Russian Physics Journal, 2002
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kats, V. M., Lifshits, K. I.
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Supermodular Comparison of Time-to-Ruin Random Vectors

Methodology and Computing in Applied Probability, 2007
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Denuit, Michel, Frostig, Esther, Levikson, Benny   +2 more
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Temporal Deconstructions: Narrating the Ruins of Time

2022
Glenda Norquay looks at fiction by Kate Atkinson, A.L. Kennedy, Ali Smith and Louise Welsh, and at their preoccupation with what Smith calls the ‘annoying’ fact of temporality. For Norquay, the four writers challenge temporality politically, in order to contest conventional narratives around romance and ultimately to address the gendering of history ...
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The Archaeology of Ruin-Time

2020
Abstract Chapter 7 addresses the peculiar archaeology of the blitzed landscape, when air raids made new ruins out of modern-day infrastructure, even while revealing older ones from London’s Roman past. Theorists have often conceived of the temporality of ruins as a dialectic between pastness and futurity, ending and return, and these ...
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Moments of the Time of Ruin, Surplus Before Ruin and the Deficit at Ruin in the Erlang(N) Risk Process

Acta Mathematicae Applicatae Sinica, English Series, 2006
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Xing, Yongsheng, Wu, Rong
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