Search Results - subject:"probability of ruin"

Dependent discrete risk processes –calculation of the probability of ruin

Heilpern, Stanislaw - In: Operations Research and Decisions 2 (2010), pp. 59-76

probability of ruin is computed. The relation between the degree of dependence and the probability of ruin is studied. Three cases … chains. In the last case, three situations in which the probability of ruin can be exactly computed are presented. Numerical … examples in which the claims have a geometric distribution are investigated. A regular relation between the probability of ruin …

Persistent link: https://www.econbiz.de/10008764614

An analysis of equity in insurance. The mathematical approach of risk of ruin for insurers

Mircea, Iulian; Paul, Tanasescu - In: Annals of Faculty of Economics 3 (2008) 1, pp. 210-214

The goal of the present paper is a short analysis for the insurers’ foreign equity in Romania and the development of a mathematical approach for the chronological evolution of the study regarding the insurers’ equity from the point of view of assessing the insolvency probabilities and the...

Persistent link: https://www.econbiz.de/10005091161