Results 21 to 30 of about 87,876,888 (300)
Numerical Ruin Probability in the Dual Risk Model with Risk-Free Investments
Risks, 2018 In this paper, a dual risk model under constant force of interest is considered. The ruin probability in this model is shown to satisfy an integro-differential equation, which can then be written as an integral equation. Using the collocation method, the
Sooie-Hoe Loke, Enrique Thomann
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Reinvigorating Life of Southern Italy Fortified Architecture in Ruin: From Knowledge to Conservation [PDF]
Athens Journal of Architecture, 2020 Southern Italy, the ancient Kingdom of Naples and Sicily, shows a rich heritage of fortified architecture, with towers, castles, boundary walls and any other defensive works, witnesses of historical seasons of sieges and enemy attacks.
Federica Ribera, Pasquale Cucco
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Ruin Probabilities with Dependence on the Number of Claims within a Fixed Time Window
Risks, 2016 We analyse the ruin probabilities for a renewal insurance risk process with inter-arrival times depending on the claims that arrive within a fixed (past) time window. This dependence could be explained through a regenerative structure.
Corina Constantinescu +3 more
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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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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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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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Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force
Journal of Inequalities and Applications, 2016 In this paper, we consider a perturbed compound Poisson risk model with stochastic premiums and constant interest force. We obtain the upper bound and Lundberg-Cramér approximation for the infinite-time ruin probability, and consider the asymptotic ...
Jianhua Cheng, Yanwei Gao, Dehui Wang
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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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FEBS Letters, EarlyView.This review focuses on the role of autophagy and mitophagy in maintaining pancreatic β‐cell function and homeostasis. We discuss how genetic defects affecting these pathways contribute to the development of type 1, type 2, monogenic, and gestational diabetes. We further explore their potential as therapeutic targets. Created in BioRender.
Yunkyeong Lee +2 more
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Entropy, 2023 In this paper, we propose a new discrete-time risk model of an insurance portfolio with stochastic premiums, in which the temporal dependence among the premium numbers of consecutive periods is fitted by the first-order integer-valued autoregressive ...
Lihong Guan, Xiaohong Wang
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