Results 81 to 90 of about 166,351,088 (300)
Advanced Engineering Materials, EarlyView.Reproduction of stacking fault energy calculations from literature with a semi‐automated large language model‐assisted extraction procedure: extraction of simulation protocol, atomistic structures, computational parameters, and reported results, ontology alignment, knowledge graph construction and, finally, recomputation forvalidation.
Sepideh Baghaee Ravari +5 more
wiley +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.
Stéphane Loisel +2 more
core
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
doaj
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
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
Advanced Engineering Materials, EarlyView.Low‐voltage FIB‐SEM tomography combined with a image preprocessing pipeline improves phase contrast and enables reliable machine‐learning segmentation of conductive networks in lithium‐ion battery electrodes. Structural descriptors are extracted from segmented images, done semimanually and automated, and compared.
Lisa Beran +6 more
wiley +1 more source
Approximating the Finite-Time Ruin Probability under Interest Force [PDF]
We present an algorithm to determine both a lower and an upper bound for the finite-time probability of ruin for a risk process with constant interest force. We split the time horizon into smaller intervals of equal length and consider the probability of
Brekelmans, R.C.M. +1 more
core
Advanced Engineering Materials, EarlyView.Geometrical modifications on nitrocellulose membranes can result in observable differences in signal intensity relative to a reference membrane (top and bottom left). Using two reference experiments, we have developed a theoretical model that can reproduce the experimentally observed flow changes and provide information on membrane parameters, e.g ...
Maria Dimaki +2 more
wiley +1 more source
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.
Maite Teresa Marmol Jimenez +1 more
core
Convexity of Ruin Probability and Optimal Dividend Strategies for a General Lévy Process
The Scientific World Journal, 2015 We consider the optimal dividends problem for a company whose cash reserves follow a general Lévy process with certain positive jumps and arbitrary negative jumps.
Chuancun Yin, Kam Chuen Yuen, Ying Shen
doaj +1 more source