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 …
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 …
Wireless Sensor Networks (WSNs) is a prevailing technology in assistive environments. Assistive environments may include both home and work spaces such as factories, military …
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 …
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 …
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 …
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 …
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 inter-vehicular communication is considered to be vital for inducing intelligence through the use of embedded computing devices inside vehicles. Vehicles in a …