[图书][B] Quasi-stationary phenomena in nonlinearly perturbed stochastic systems

M Gyllenberg, DS Silvestrov - 2008 - degruyter.com
Bibliography Page 1 Bibliography [1] Abadov, ZA (1984) Asymptotical Expansions with Explicit
Estimation of Constants for Exponential Moments of Sums of Random Variables Defined on a …

Strong stability in a two-dimensional classical risk model with independent claims

Z Benouaret, D Aïssani - Scandinavian Actuarial Journal, 2010 - Taylor & Francis
In this paper, we study the strong stability of ruin probabilities in risk models. The question of
stability naturally arises in risk theory since the governing parameters in these models can …

Bounds for ruin probabilities in the presence of large claims and their comparison

V Kalashnikov - North American Actuarial Journal, 1999 - Taylor & Francis
Upper and lower bounds of ruin probabilities for the S. Andersen model with large claims
are proposed. The bounds are stated in terms of the corresponding ladder height distribution …

Modeling reliability for wireless sensor node coverage in assistive testbeds

Z Le, E Becker, DG Konstantinides, C Ding… - Proceedings of the 3rd …, 2010 - dl.acm.org
Wireless Sensor Networks (WSNs) is a prevailing technology in assistive environments.
Assistive environments may include both home and work spaces such as factories, military …

Comparison of ruin probability estimates in the presence of heavy tails

DG Konstantinidis - Journal of Mathematical Sciences, 1999 - Springer
Four methods of estimation of the ruin probability in the presence of heavy tails are
compared in accordance with their effectiveness on the Pareto-distributed claim sizes. The …

[PDF][PDF] The Pollaczeck-Khinchine Formula with a Recursive Approach to Estimating Ruin Probabilities

JJC Arrieta - 2024 - helda.helsinki.fi
In the field of insurance mathematics, it is critical to control the solvency of an insurance
company. In particular, calculating the probability of ruin, which is the probability that the …

A Mathematical Model of Insurer Bankruptcy on a Finite Time Interval

AA Belolipetskiy, AA Sychev - Computational Mathematics and Modeling, 2021 - dl.acm.org
A discrete-time model is proposed for an insurance company with a Poisson stream of new
insurance policies added to the portfolio and a mixed Poisson stream of insurance claims …

[PDF][PDF] Mémoire de Master

R MOHAND, G AMINE - dspace.univ-bouira.dz
En actuariat, nous utilisons la probabilité de surplus du portefeuille d'investissement d'une
compagnie d'assurance comme une évaluation des risques. Dans un cas classique, il s' agit …

Ruin probability of an insurancecompany in the case where intervals between paymentshave unequal exponential distributions

OP Vinogradov - Theory of Probability & Its Applications, 1999 - SIAM
This paper considers the problem of finding the ruin probability of an insurance company in
the case where intervals between payments have unequal exponential distributions and …

Context-aware optimized information dissemination in large scale vehicular networks

Y Vanrompay, AUIH Yasar, D Preuveneers… - Proceedings of the 3rd …, 2010 - dl.acm.org
Context-aware inter-vehicular communication is considered to be vital for inducing
intelligence through the use of embedded computing devices inside vehicles. Vehicles in a …