Results 41 to 50 of about 274,746 (183)

Approximations of the ruin probability in a discrete time risk model

Modern Stochastics: Theory and Applications, 2020
Based on a discrete version of the Pollaczeck–Khinchine formula, a general method to calculate the ultimate ruin probability in the Gerber–Dickson risk model is provided when claims follow a negative binomial mixture distribution.
David J. Santana, Luis Rincón
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Numerical computation of Gerber–Shiu function for insurance surplus process with additional investment

International Journal of Mathematics for Industry, 2023
This paper studies the Gerber–Shiu function for the insurance surplus process with additional investment under the Bachelier model. The Gerber–Shiu function allows us to study the moments of the time of ruin, which is the first time that the surplus is ...
Sutipon Punaluek, Yuri Imamura
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Dividend maximization under consideration of the time value of ruin [PDF]

Insurance: Mathematics and Economics, 2007
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Thonhauser, Stefan, Albrecher, Hansjörg
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Drawing and Performing Exploration in Ruin Site

Diségno, 2023
Concept of ruin is changed today. Building mass becomes a tool for terrorization of the body, it is a structure for the community's memory, and building becomes a place where working as witness is revelatory.
Şebnem Çakaloğulları
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Company Value with Ruin Constraint in Lundberg Models

Risks, 2018
In this note we study the problem of company values with a ruin constraint in classical continuous time Lundberg models. For this, we adapt the methods and results for discrete de Finetti models to time and state continuous Lundberg models.
Christian Hipp
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On the Expected Discounted Penalty Function for a Markov Regime-Switching Insurance Risk Model with Stochastic Premium Income

Discrete Dynamics in Nature and Society, 2013
We consider a Markovian regime-switching risk model (also called the Markov-modulated risk model) with stochastic premium income, in which the premium income and the claim occurrence are driven by the Markovian regime-switching process.
Wenguang Yu
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Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances

Dependence Modeling, 2016
The purpose of this paper is twofold. First we consider a ruin theory approach along with risk measures in order to determine the solvency capital of long-term guarantees such as life insurances or pension products.
Devolder Pierre, Lebègue Adrien
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Dependent Discrete Risk Processes - Calculation of the Probability of Ruin

Operations Research and Decisions, 2010
This paper is devoted to discrete processes of dependent risks. The random variables describing the time between claims can be dependent in such processes, unlike under the classical approach.
Stanisław Heilpern
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Remebering Bérenger’s aphorims: “Documents in good standing and forest to ruin”

Forest@, 2013
Remebering Bérenger’s aphorims: “Documents in good standing and forest to ruin”. Remembering the Adolfo di Bérenger’s aphorism: “documents in good standing and forest to ruin” from the book Studii di Archeologia Forestale.
Cetera P
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H. G. WELLS, GEOLOGY, AND THE RUINS OF TIME [PDF]

Victorian Literature and Culture, 2017
H. G. Wells'sThe Time Machine(1895) has hitherto been read in two principal scientific contexts: those of evolutionary biology and thermodynamic physics. Numerous critics have situated the romance in the context of evolutionary biology and contemporary discourses of degeneration (McLean 11–40; Greenslade 32–41).
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