Scale-free networks well done
We bring rigor to the vibrant activity of detecting power laws in empirical degree distributions
in real-world networks. We first provide a rigorous definition of power-law distributions …
in real-world networks. We first provide a rigorous definition of power-law distributions …
[图书][B] Non-life insurance mathematics
E Straub, Swiss Association of Actuaries (Zürich) - 1988 - Springer
The present book is dedicated to the late w. Leimbacher. It is based on lecture notes which
were written between 1975 and 1985 when I taught Non-Life Mathematics at the University …
were written between 1975 and 1985 when I taught Non-Life Mathematics at the University …
On some lifetime distributions with decreasing failure rate
M Chahkandi, M Ganjali - Computational Statistics & Data Analysis, 2009 - Elsevier
A new two-parameter distribution family with decreasing failure rate arising by mixing power-
series distribution and exponential distribution is introduced. This family includes some well …
series distribution and exponential distribution is introduced. This family includes some well …
The classical risk model with a constant dividend barrier: analysis of the Gerber–Shiu discounted penalty function
The classical compound Poisson risk model is considered in the presence of a constant
dividend barrier. An integro-differential equation for the Gerber–Shiu discounted penalty …
dividend barrier. An integro-differential equation for the Gerber–Shiu discounted penalty …
[图书][B] Quantile-based reliability analysis
NU Nair, PG Sankaran, N Balakrishnan - 2013 - Springer
Reliability theory has taken rapid strides in the last four decades to become an independent
discipline that influences our daily lives and schedules through our dependence on good …
discipline that influences our daily lives and schedules through our dependence on good …
Loss distribution approach for operational risk
A Frachot, P Georges, T Roncalli - Available at SSRN 1032523, 2001 - papers.ssrn.com
In this paper, we explore the Loss Distribution Approach (LDA) for computing the capital
charge of a bank for operational risk where LDA refers to statistical/actuarial methods for …
charge of a bank for operational risk where LDA refers to statistical/actuarial methods for …
The compound Poisson risk model with a threshold dividend strategy
XS Lin, KP Pavlova - Insurance: mathematics and Economics, 2006 - Elsevier
In this paper, we present the classical compound Poisson risk model with a threshold
dividend strategy. Under such as strategy, no dividends are paid if the insurer's surplus is …
dividend strategy. Under such as strategy, no dividends are paid if the insurer's surplus is …
New research directions in modern actuarial sciences
E Bulinskaya - Modern Problems of Stochastic Analysis and Statistics …, 2017 - Springer
The aim of the paper is to outline the new trends in modern actuarial sciences in order to
help the researchers to find new domains of activity and university professors teaching future …
help the researchers to find new domains of activity and university professors teaching future …
The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
XS Lin, GE Willmot - Insurance: Mathematics and Economics, 2000 - Elsevier
In this paper we extend the results in Lin and Willmot (1999 Insurance: Mathematics and
Economics 25, 63–84) to properties related to the joint and marginal moments of the time of …
Economics 25, 63–84) to properties related to the joint and marginal moments of the time of …
Modeling and evaluating insurance losses via mixtures of Erlang distributions
SCK Lee, XS Lin - North American Actuarial Journal, 2010 - Taylor & Francis
In this paper we suggest the use of mixtures of Erlang distributions with common scale
parameter to model insurance losses. A modified expectation-maximization (EM) algorithm …
parameter to model insurance losses. A modified expectation-maximization (EM) algorithm …