Search Results - subject:"Ruin problems"

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Convex extrema for nonincreasing discrete distributions: effects of convexity constraints

Kacem, Manel; Lefèvre, Claude; Loisel, Stéphane - HAL - 2013

. The influence of the choice of $n$ and $m$ is discussed numerically, and several illustrations to ruin problems are …

Persistent link: https://www.econbiz.de/10010720555

Poissonian potential measures for Lévy risk models

Landriault, David; Li, Bin; Wong, Jeff T. Y.; Xu, Di - In: Insurance 82 (2018), pp. 152-166

Persistent link: https://www.econbiz.de/10011929861

Duality in ruin problems for ordered risk models

Goffard, Pierre-Olivier; Lefevre, Claude - In: Insurance 78 (2018), pp. 44-52

Persistent link: https://www.econbiz.de/10011825076

Fear of principles? A cautious defense of the Precautionary Principle

Origgi, Gloria - In: Mind and Society: Cognitive Studies in Economics and … 13 (2014) 2, pp. 215-225

Cass Sunstein and other authors on the basis of a new analysis of extreme risks or “ruin-problems”. Copyright Springer …

Persistent link: https://www.econbiz.de/10011151133

Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments

Gzyl, Henryk; Novi-Inverardi, Pier-Luigi; Tagliani, Aldo - In: Insurance 53 (2013) 2, pp. 457-463

Persistent link: https://www.econbiz.de/10010195910

Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments

Gzyl, Henryk; Novi-Inverardi, Pier-Luigi; Tagliani, Aldo - In: Insurance: Mathematics and Economics 53 (2013) 2, pp. 457-463

In this work we present two different numerical methods to determine the probability of ultimate ruin as a function of the initial surplus. Both methods use moments obtained from the Pollaczek–Kinchine identity for the Laplace transform of the probability of ultimate ruin. One method uses...

Persistent link: https://www.econbiz.de/10010702905