On the Ruin Problem in an Erlang(2) Risk Model with Delayed Claims

2010 ◽  
pp. 54-61 ◽  
Author(s):  
Wei Zou ◽  
Jie-hua Xie
Keyword(s):  
Risk Model ◽  
Ruin Problem

A temporal approach to the Parisian risk model

2018 ◽  
Vol 55 (1) ◽  
pp. 302-317 ◽  
Author(s):  
Bin Li ◽  
Gordon E. Willmot ◽  
Jeff T. Y. Wong
Keyword(s):  
Risk Model ◽  
Levy Processes ◽  
New Approach ◽  
Approximation Approach ◽  
Parisian Ruin ◽  
Spatial Approximation ◽  
Underlying Processes ◽  
Spectrally Negative Lévy Processes ◽  
Ruin Problem ◽  
Observation Scheme

Abstract In this paper we propose a new approach to study the Parisian ruin problem for spectrally negative Lévy processes. Since our approach is based on a hybrid observation scheme switching between discrete and continuous observations, we call it a temporal approach as opposed to the spatial approximation approach in the literature. Our approach leads to a unified proof for the underlying processes with bounded or unbounded variation paths, and our result generalizes Loeffen et al. (2013).

244 Derivation and validation of a clinical risk-model in heart failure based on 6-min walk test performance and NT-proBNP status

2007 ◽  
Vol 6 (1) ◽  
pp. 46-46
Author(s):  
L FRANKENSTEIN ◽  
L INGLE ◽  
A REMPPIS ◽  
D SCHELLBERG ◽  
C SIGG ◽  
...  
Keyword(s):  
Heart Failure ◽  
Test Performance ◽  
Risk Model ◽  
Walk Test ◽  
Clinical Risk

VALIDATION OF A KNOWLEDGE-BASED RISK MODEL FOR BIOLOGICAL FOAMING IN ANAEROBIC DIGESTION SIMULATION

2010 ◽  
Vol 9 (2) ◽  
pp. 223-229
Author(s):  
Ignasi Rodriguez-Roda ◽  
Jordi Dalmau ◽  
Joaquim Comas ◽  
Eric Latrille ◽  
Jean-Philippe Steyer
Keyword(s):  
Anaerobic Digestion ◽  
Risk Model ◽  
Knowledge Based

Risk Management for Cultural Organizations.The Example of Agricultural Museums in the Czech Republic

2019 ◽  
Vol 3 (2) ◽  
pp. 111-122
Author(s):  
Michal Plaček ◽  
Milan Půček ◽  
František Ochrana ◽  
Milan Křápek ◽  
Ondřej H. Matyáš
Keyword(s):  
Risk Management ◽  
Czech Republic ◽  
Risk Model ◽  
Technical Support ◽  
High Quality ◽  
The Czech Republic ◽  
Managerial Practice ◽  
The Future

This paper deals with the analysis of risks which threaten the future sustainability and operations of agricultural museums in the Czech Republic. In the section on methodology, an applicable risk model has been proposed regarding the condition of museums in the Czech Republic. Using this model, the directors of agricultural museums can assess the most significant risks which may jeopardize the sustainability of museum operations over a three-year period. The greatest risks, according to museum directors, are a lack money for investment, the inability to retain high-quality staff, and issues with technical support for exhibitions. Assessing the importance of risk is positively associated with previous experiences of a particular type of risk, whereas the association of the importance of risk with previous managerial practice is rather inconclusive.

A Partly Parametric Additive Risk Model

1993 ◽  
Author(s):  
Ian W. McKeague ◽  
Peter D. Sasieni
Keyword(s):  
Risk Model ◽  
Additive Risk Model ◽  
Additive Risk
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