Results 71 to 80 of about 275,321 (335)
Maximizing the variance of the time to ruin in a multiplayer game with selection
Advances in Applied Probability, 2016 AbstractWe consider a game withK≥ 2 players, each having an integer-valued fortune. On each round, a pair (i,j) among the players with nonzero fortunes is chosen to play and the winner is decided by flipping a fair coin (independently of the process up to that time). The winner then receives a unit from the loser. All other players' fortunes remain the
Grigorescu, Ilie, Yao, Yi-Ching
openaire +3 more sources
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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High Healthcare Utilization Preceding Diagnosis with Juvenile Idiopathic Arthritis
Arthritis Care &Research, Accepted Article.Objective Though early diagnosis improves long‐term outcomes, Juvenile Idiopathic Arthritis (JIA) patients often experience prolonged, circuitous paths to diagnosis. To inform diagnostic improvement, we sought to characterize healthcare utilization in the year preceding diagnosis.
Anna Costello +5 more
wiley +1 more source
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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Optimal policies for discrete time risk processes with a Markov chain investment model [PDF]
, 2006 We consider a discrete risk process modelled by a Markov Decision Process. The surplus could be invested in stock market assets. We adopt a realistic point of view and we let the investment return process to be statistically dependent over time.
Diasparra, Maikol, Romera, Rosario
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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
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Advanced Engineering Materials, EarlyView.The tribological behavior of 100Cr6 steel spheres textured via Vickers microindentation is evaluated under lubricated sliding by varying both dimple size and density. Fine and dense textures significantly reduce friction across all lubrication regimes, while large dimples increase it.
Farideh Davoodi +3 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.
Christian Mazza +2 more
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Advanced Engineering Materials, EarlyView.This study investigates laser shock peening for enhancing fatigue performance of riveted aerospace aluminum joints. A comparative approach with cold expansion combines fatigue testing and synchrotron X‐ray methods. Integrating mechanical testing with residual stress and strain characterization provides insights into how different treatments affect the ...
Ogün Baris Tapar +6 more
wiley +1 more source
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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