Sentence examples for ruin probabilities from inspiring English sources

Yang et al. [5] study the ruin probabilities in a discrete Markov risk model.

For the approximations to marginal ruin probabilities see Cossétte et al. [15].

Chan et al. [1] studied three types of ruin probabilities with phase-type distributions.

Then the approximations to the three types of ruin probabilities should be discussed in another way.

The large deviations theorem has been introduced to approximate the ruin probabilities by Glynn and Whitt [20].

From analytic expressions of ruin probability in Table 1, the resulting ruin probabilities are depicted in Figure 1.

If one imagines that the problem of gambler's ruin is modified so that Peter's opponent has an infinite amount of capital and can never be ruined, then the probability that Peter is ultimately ruined is similar to the ruin probability of insurance risk theory.

Figure 1 The result of ruin probability.

In this paper, we are interested in Parisian ruin probability.

A bound of exponential type is derived for the ruin probability.

The probability (mathbb{P}_{x} kappa_{r} < infty)) can be called Parisian ruin probability.