This is a preview. Log in through your library . Abstract We consider risk processes that locally behave like Brownian motion with some drift and variance, these both depending on an underlying Markov ...
Ruin probability quantifies the risk that an insurer or financial institution’s liabilities may exceed its assets, ultimately leading to insolvency. Recent advancements in risk management have ...
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 quasi-asymptotically ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
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