Some continuity estimates for ruin probability and other ruin-related quantities
Modern Stochastics: Theory and ApplicationsIn this paper we investigate continuity properties for ruin probability in the classical risk model. Properties of contractive integral operators are used to derive continuity estimates for the deficit at ruin.
Lazaros Kanellopoulos
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Ruin Probability for the Insurer–Reinsurer Model for Exponential Claims: A Probabilistic Approach
Risks, 2021 In this paper, we consider a two-dimensional risk process in which the companies split each claim and premium in a fixed proportion. It serves as a classical framework of a quota-share reinsurance contract for a given business line.
Krzysztof Burnecki +2 more
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Martingales and the distribution of the time to ruin
Stochastic Processes and their Applications, 2003 The author considers the classical risk model, where claims arrive according to a renewal process, with waiting times that are of phase-type, while the claims themselves follow a distribution with a Laplace transform that is a rational function. Using martingales, the optional sampling theorem and the theory of piecewise Markov process, he determines ...
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Ruin probability and time of ruin with a proportional reinsurance threshold strategy [PDF]
TOP, 2010 In this paper, we present a threshold proportional reinsurance strategy and we analyze the effect on some solvency measures: ruin probability and time of ruin. This dynamic reinsurance strategy assumes a retention level that is not constant and depends on the level of the surplus.
Castañer, Anna +2 more
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PANoptosis in the pathogenesis of myelodysplastic syndromes
Molecular Oncology, EarlyView.PANoptosis, a combination of three types of programmed cell death, is mediated by a large protein complex called a PANoptosome. In healthy bone marrow hematopoietic cells, PANoptosis is restricted by inhibitory signaling. In MDS, bone marrow cells become sensitive to the PANoptotic stimuli due to the aberrant inactivation of inhibitory signaling or ...
Rohit Thalla +4 more
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The Effects of Largest Claim and Excess of Loss Reinsurance on a Company’s Ruin Time and Valuation
Risks, 2017 We compare two types of reinsurance: excess of loss (EOL) and largest claim reinsurance (LCR), each of which transfers the payment of part, or all, of one or more large claims from the primary insurance company (the cedant) to a reinsurer.
Yuguang Fan +4 more
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On a Fractional Stochastic Risk Model with a Random Initial Surplus and a Multi-Layer Strategy
Mathematics, 2022 The paper deals with a fractional time-changed stochastic risk model, including stochastic premiums, dividends and also a stochastic initial surplus as a capital derived from a previous investment.
Enrica Pirozzi
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Mechanisms and therapeutic opportunities of the ribotoxic stress response in cancer
Molecular Oncology, EarlyView.Cancer cells' high translational demand creates opportunities to therapeutically target ribosome function. Ribosome stalling and collisions activate ZAKα and the ribotoxic stress response (RSR), which can trigger rapid, p53‐independent apoptosis in cancer.
Anastassiya Kim +7 more
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Numerical Calculation of Finite-Time Ruin Probabilities in the Dual Risk Model
RisksIn the dual risk model, while the ultimate ruin probability has an exact and straightforward formula, the mathematics becomes significantly more complex when considering a finite time horizon, and the literature on this topic is scarce.
Rui M. R. Cardoso, Andressa C. O. Melo
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Cash Flow Optimization on Insurance: An Application of Fixed-Point Theory
Mathematics, 2023 The purpose of this paper is to explore a discrete-time cash flow optimization problem of the insurance company with time value of ruin under different interest rates.
Yangmin Zhong, Huaping Huang
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