Results 261 to 270 of about 166,351,088 (300)
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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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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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Ruin time and aggregate claim amount up to ruin time for the perturbed risk process
Scandinavian Actuarial Journal, 2013We consider the classical Sparre-Andersen risk process perturbed by a Wiener process, and study the joint distribution of the ruin time and the aggregate claim amounts until ruin by determining its Laplace transform. This is first done when the claim amounts follow respectively an exponential/Phase-type distribution, in which case we also compute the ...
Rabehasaina, Landy, Chi-Liang Tsai, Cary
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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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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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The Ruines of Time and the Rhetoric of Contestation
2011In the spring of 1591, as Spenser’s Complaints had just appeared in print, John Florio was coping with his own state of frustrated ambition. A linguist of considerable ability and identified primarily by this status as a learned man, Florio, like Spenser, seems to have regarded his literary career as only part of a larger context of aristocratic and ...
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The probability of ruin in finite time
Lithuanian Mathematical Journal, 1999The 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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Approximation of ruin probability and ruin time in discrete Brownian risk models
Scandinavian Actuarial Journal, 2020Grigori Jasnovidov
exaly
A note on some joint distribution functions involving the time of ruin
Insurance: Mathematics and Economics, 2016David Dickson
exaly