Results 61 to 70 of about 274,746 (183)
Statistica, 2007 In the present note we consider the classical continuous time model of the collective theory of risk under the assumption that the claimsize distribution is DFR (decreasing failure rate) so that, according to well known queueing results, the ultimate ...
Luca Barzanti, Corrado Corradi
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A limit theorem for the time of ruin in a Gaussian ruin problem
Stochastic Processes and their Applications, 2008 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hüsler, Jürg, Piterbarg, Vladimir
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Operations Research and Decisions, 2015 The paper focuses on a quantitative analysis of the probability of ruin in a finite time for a discrete risk process with proportional reinsurance and investment of the financial surplus.
Helena Jasiulewicz, Wojciech Kordecki
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ABOUT RISK PROCESS ESTIMATION TECHNIQUES EMPLOYED BY A VIRTUAL ORGANIZATION WHICH IS DIRECTED TOWARDS THE INSURANCE BUSINESS [PDF]
Annals of the University of Oradea: Economic Science, 2008 In a virtual organization directed on the insurance business, the estimations of the risk process and of the ruin probability are important concerns: for researchers, at the theoretical level, and for the management of the company, as these influence the
Covrig Mihaela, Serban Radu
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ON THE TIME VALUE OF RUIN IN THE DISCRETE TIME RISK MODEL [PDF]
Using an approach similar to that of Gerber and Shiu (1998), a recursive formula is given for the expected discounted penalty due at ruin, in the discrete time risk model. With it the joint distribution of three random variables is obtained; time to ruin,
José Garrido, Shuanming Li
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Finite-time ruin probability of aggregate Gaussian processes [PDF]
, 2014 11 ...
Debicki, K. +3 more
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The Effect of a Threshold Proportional Reinsurance Strategy on Ruin Probabilities [PDF]
In the context of a compound Poisson risk model, we define a threshold proportional reinsurance strategy: A retention level k1 is applied whenever the reserves are less than a determinate threshold b, and a retention level k2 is applied in the other case.
Anna Castaner +2 more
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Time of ruin in a risk model with generalized Erlang (n) interclaim times and a constant dividend barrier [PDF]
In this paper we analyze the time of ruin in a risk process with the interclaim times being Erlang(n) distributed and a constant dividend barrier. We obtain an integro-differential equation for the Laplace Transform of the time of ruin.
M. Mercedes Claramunt Bielsa +1 more
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De Finetti’s Control Problem with Parisian Ruin for Spectrally Negative Lévy Processes
Risks, 2019 We consider de Finetti’s stochastic control problem when the (controlled) process is allowed to spend time under the critical level. More precisely, we consider a generalized version of this control problem in a spectrally negative Lévy model ...
Jean-François Renaud
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A lírica escura de Luís Quintais
Catalonia, 2016 This paper aims to introduce the poetics of Luís Quintais, one of the strongest voices of contemporary Portuguese poetry, in its catastrophic aspect, ie, the ways in which Western contemporary subject figures the world where they live, with the ...
Ida Alves
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