[图书][B] Monte carlo and quasi-monte carlo sampling

C Lemieux - 2009 - Springer
Quasi–Monte Carlo methods have become an increasingly popular alternative to Monte
Carlo methods over the last two decades. Their successful implementation on practical …

On the ruin of age of information in augmented reality over wireless terahertz (THz) networks

C Chaccour, W Saad - GLOBECOM 2020-2020 IEEE Global …, 2020 - ieeexplore.ieee.org
Guaranteeing fresh and reliable information for augmented reality (AR) services is a key
challenge to enable a real-time experience and sustain a high quality of physical experience …

Probability of ruin with variable premium rate in a Markovian environment

H Jasiulewicz - Insurance: Mathematics and Economics, 2001 - Elsevier
Probability of ruin with variable premium rate in a Markovian environment - ScienceDirect
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Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation

Q Tang* - Scandinavian Actuarial Journal, 2005 - Taylor & Francis
Klüppelberg and Stadtmüller (1998, Scand. Actuar. J., no. 1, 49–58) obtained a simple
asymptotic formula for the ruin probability of the classical model with constant interest force …

The finite/infinite horizon ruin problem with multi-threshold premiums: a Markov fluid queue approach

MA Yazici, N Akar - Annals of Operations Research, 2017 - Springer
We present a new numerical method to obtain the finite-and infinite-horizon ruin
probabilities for a general continuous-time risk problem. We assume the claim arrivals are …

Building the Foundations and Experiences of 6G and Beyond Networks: A Confluence of THz Systems, Extended Reality (XR), and AI-Native Semantic …

C Chaccour - 2023 - vtechworks.lib.vt.edu
The emergence of 6G and beyond networks is set to enable a range of novel services such
as personalized highly immersive experiences, holographic teleportation, and human-like …

RPA pathwise derivative estimation of ruin probabilities

FJ Vázquez-Abad - Insurance: Mathematics and Economics, 2000 - Elsevier
The surplus process of an insurance portfolio is defined as the wealth obtained by the
premium payments minus the reimboursements made at the times of claims or accidents. In …

Asymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force

Q Gao, N Jin, H Shen - The Rocky Mountain Journal of Mathematics, 2014 - JSTOR
This paper will obtain an asymptotic formula of the finite-time ruin probability in a
generalized risk model with constant interest force, in which the claim sizes are pairwise …

Calculation of finite time ruin probabilities for some risk models

RMR Cardoso, HR Waters - Insurance: Mathematics and Economics, 2005 - Elsevier
In this paper we discuss the numerical calculation of finite time ruin probabilities for two
particular insurance risk models. The first model allows for the investment at a fixed rate of …

The probability of ruin in a kind of Cox risk model with variable premium rate

W Rong, W Li - Scandinavian Actuarial Journal, 2004 - Taylor & Francis
In this paper the probability of ruin is investigated under the influence of a premium rate
which varies according to the intensity of claims, and the occurrence of claims is described …