Results 141 to 150 of about 274,746 (183)

Bayesian estimation of finite time ruin probabilities

Applied Stochastic Models in Business and Industry, 2009
AbstractIn this paper, we consider Bayesian inference and estimation of finite time ruin probabilities for the Sparre Andersen risk model. The dense family of Coxian distributions is considered for the approximation of both the inter‐claim time and claim size distributions.
Ausin, M. Concepcion, Wiper, Michael P., Lillo, Rosa E.   +2 more
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Symbolic calculation of the moments of the time of ruin

Insurance: Mathematics and Economics, 2004
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Drekic, Steve, Stafford, James E., Willmot, Gordon E.   +2 more
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The probability of ruin in finite time

Lithuanian Mathematical Journal, 1999
The paper deals with the Sparre Andersen model in the collective risk theory. Denote by \(\tau\) the ruin moment; \(\Psi(x,n)= P(\tau(x)\leq n)\) and \(\Psi(x)= P(\tau(x)\leq \infty)\) are, respectively, the probability of ruin before the \(n\)th payoff and in infinite time.
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Large deviations for the time of ruin

Journal of Applied Probability, 1999
Let {Y n | n=1,2,…} be a stochastic process and M a positive real number. Define the time of ruin by T = inf{n | Y n > M} (T = +∞ if Y n ≤ M for n=1,2,…).
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Control of ruin probabilities by discrete-time investments

Mathematical Methods of Operations Research, 2005
The control problem of controlling ruin probabilities by investments in a financial market is studied. The insurance business is described by the usual Cramer-Lundberg-type model and the risk driver of the financial market is a compound Poisson process.
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On the time of Ruin

2005
In this paper we expose the problem concerning the determination of the time of ruin via the Gerber-Shiu equation, in the exponential case. We obtain a finite solution with a convolution type series expansion.
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Layers of Time: Industrial Ruins and Exhibitionary Temporalities

PMLA/Publications of the Modern Language Association of America, 2010
Walking Through an Exhibit Takes Time: Time to Navigate the Museum Building, Time to Encounter Objects on Display That Witnessed times long past, or time to reflect on the relations among the presented past, the experienced present, and an imaginative future. Eliciting historical and aesthetic affect, museums are ineluctably bound up with temporalities—
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The Ruins of Time

2023
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Dwelling in Times of Financialization: Dreams, Ruins, Escapism

2017
This chapter shows how imaginaries of urban and suburban dwelling in Global Financial Crisis (GFC) narratives hint at the broader societal effects of the crisis in the U.S. context. Analyzing, in particular, Jean Stephane Bron’s foreclosure crisis film Cleveland contre Wall Street (2010) as well as Lauren Greenfield’s documentary The Queen of ...
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Numerical methods for the time of ruin

2013
In this paper we study the distribution of the time to ruin in the classical risk model. We employ the Gram-Charlier and Edgeworth series to approximate this distribution. We prove, by using numerical calculation methods, that the Edgeworth approximation gives better results. We also examine asymptotic behaviour of the moments of the time to ruin.
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