The Ruin

Results: 166



#Item
51A note on the distribution of the aggregate claim amount at ruin Jingchao Li, David C M Dickson , Shuanming Li Centre for Actuarial Studies, Department of Economics, University of Melbourne, VIC 3010, Australia Abstract

A note on the distribution of the aggregate claim amount at ruin Jingchao Li, David C M Dickson , Shuanming Li Centre for Actuarial Studies, Department of Economics, University of Melbourne, VIC 3010, Australia Abstract

Add to Reading List

Source URL: fbe.unimelb.edu.au

Language: English - Date: 2014-05-06 21:02:54
52Finite time ruin problems for the Markov-modulated risk model Jingchao Li, David C M Dickson, Shuanming Li Centre for Actuarial Studies, Department of Economics, University of Melbourne, VIC 3010, Australia Abstract

Finite time ruin problems for the Markov-modulated risk model Jingchao Li, David C M Dickson, Shuanming Li Centre for Actuarial Studies, Department of Economics, University of Melbourne, VIC 3010, Australia Abstract

Add to Reading List

Source URL: fbe.unimelb.edu.au

Language: English - Date: 2014-06-30 21:21:47
53Valuation and Hedging of the Ruin-Contingent Life Annuity (RCLA) H. Huang, M. A. Milevsky1 and T.S. Salisbury Version: 19 JulyHuang

Valuation and Hedging of the Ruin-Contingent Life Annuity (RCLA) H. Huang, M. A. Milevsky1 and T.S. Salisbury Version: 19 JulyHuang

Add to Reading List

Source URL: www.math.yorku.ca

Language: English - Date: 2013-01-04 08:12:51
54Minimizing the ruin probability through capital injections Ciyu Nie, David C M Dickson and Shuanming Li Abstract We consider an insurer who has a fixed amount of funds allocated as the initial surplus for a risk portfoli

Minimizing the ruin probability through capital injections Ciyu Nie, David C M Dickson and Shuanming Li Abstract We consider an insurer who has a fixed amount of funds allocated as the initial surplus for a risk portfoli

Add to Reading List

Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:14:57
55New trust nails milestone Unfinished homes are an eyesore – and can financially ruin the owner – but the NT’s Fidelity Fund is protecting Territorians. Cheap cash fuels home spending HOME loan demand fell slightly

New trust nails milestone Unfinished homes are an eyesore – and can financially ruin the owner – but the NT’s Fidelity Fund is protecting Territorians. Cheap cash fuels home spending HOME loan demand fell slightly

Add to Reading List

Source URL: www.territorystories.nt.gov.au

Language: English - Date: 2015-04-02 02:48:09
56Alarming developments in North Korea and the steady drift of the USA toward reaction and ruin give tragic timeliness and urgency to this article, concerning which Scott Nearing has declared: Nowhere have I read a clearer

Alarming developments in North Korea and the steady drift of the USA toward reaction and ruin give tragic timeliness and urgency to this article, concerning which Scott Nearing has declared: Nowhere have I read a clearer

Add to Reading List

Source URL: goodlife.org

Language: English - Date: 2014-09-10 08:00:24
57Centre for Actuarial Studies ANNUAL REPORT 2012 Contents The Year in Review...................................................................................................................... 3

Centre for Actuarial Studies ANNUAL REPORT 2012 Contents The Year in Review...................................................................................................................... 3

Add to Reading List

Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-10-09 02:12:11
58The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model David C M Dickson Abstract We use probabilistic arguments to derive an expression for the joint

The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model David C M Dickson Abstract We use probabilistic arguments to derive an expression for the joint

Add to Reading List

Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:17:35
59The …nite time ruin probability in a risk model with capital injections Ciyu Nie, David C M Dickson and Shuanming Li Abstract We consider a risk model with capital injections as described in Nie et alWe show

The …nite time ruin probability in a risk model with capital injections Ciyu Nie, David C M Dickson and Shuanming Li Abstract We consider a risk model with capital injections as described in Nie et alWe show

Add to Reading List

Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:21:39
60Erlang risk models and finite time ruin problems David C M Dickson and Shuanming Li Abstract We consider the joint density of the time of ruin and deficit at ruin in the Erlang(n) risk model. We give a general formula fo

Erlang risk models and finite time ruin problems David C M Dickson and Shuanming Li Abstract We consider the joint density of the time of ruin and deficit at ruin in the Erlang(n) risk model. We give a general formula fo

Add to Reading List

Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:14:57