Results 51 to 60 of about 274,746 (183)

A note on the Taylor series expansions for multivariate characteristics of classical risk processes. [PDF]

The series expansion introduced by Frey and Schmidt (1996) [Taylor Series expansion for multivariate characteristics of classical risk processes.
Usábel, Miguel A.
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Ruin models with investment income

, 2008
This survey treats the problem of ruin in a risk model when assets earn investment income. In addition to a general presentation of the problem, topics covered are a presentation of the relevant integro-differential equations, exact and numerical ...
Paulsen, Jostein
core   +1 more source

Study of the Effect of Wind Flow around the Ruin of a Fortified Tower Variously Covered by a Flat Roof: Analysis of the Extreme Values of Exterior Pressure and Surface Friction Coefficients

Slovak Journal of Civil Engineering
An analysis of the effect of the covering of a ruin by a flat roof of various sizes and positions is presented. The ruin has almost cube-like proportions, with an open roof plane and an open destroyed corner.
Poliak Martin, Franek Michal, Gregorová Jana   +2 more
doaj   +1 more source

Capriccio all’antica. Shaping the Ruin in the Age of Enlightenment [PDF]

Revue Roumaine d'Histoire de l'Art : Série Beaux-Arts, 2012
From its outset in the 14th century, the poetics of ruin underwent a gradual mutation from nostalgic lamentation to romancing reverie. However, it was during the age of Enlightenment, and in the context of archaeological discoveries and picturesque ...
Cosmin Ungureanu
doaj  

Company Value with Ruin Constraint in a Discrete Model

Risks, 2018
Optimal dividend payment under a ruin constraint is a two objective control problem which—in simple models—can be solved numerically by three essentially different methods.
Christian Hipp
doaj   +1 more source

Finite time ruin probabilities with one Laplace inversion. [PDF]

In this work we present an explicit formula for the Laplace transform in time of the finite time ruin probabilities of a classical Levy model with phase-type claims. Our result generalizes the ultimate ruin probability formula of Asmussen and Rolski [IME
Avram, Florin, Usábel, Miguel A.
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Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes. [PDF]

The classical risk model is considered and a sensitivity analysis of finite-time ruin probabilities is carried out. We prove the weak convergence of a sequence of empirical finite-time ruin probabilities.
Christian Mazza, Didier Rullière, Stéphane Loisel   +2 more
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The Finite-time Ruin Probabilities of a Bidimensional risk model with Constant Interest Force and correlated Brownian Motions [PDF]

, 2013
We follow some recent works to study bidimensional perturbed compound Poisson risk models with constant interest force and correlated Brownian Motions. Several asymptotic formulae for three different type of ruin probabilities over a finite-time horizon ...
Yin, Chuancun, Yuen, Kam C., Zhou, Ming
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The Compound Binomial Risk Model with Randomly Charging Premiums and Paying Dividends to Shareholders

Journal of Applied Mathematics, 2013
Based on characteristics of the nonlife joint-stock insurance company, this paper presents a compound binomial risk model that randomizes the premium income on unit time and sets the threshold for paying dividends to shareholders.
Xiong Wang, Lei He
doaj   +1 more source

Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin. [PDF]

We consider the classical risk model and carry out a sensitivity and robustness analysis of finite-time ruin probabilities. We provide algorithms to compute the related influence functions.
Christian Mazza, Didier Rullière, Stéphane Loisel   +2 more
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