2 papers
q-fin.RM2023
On the Impact of Insurance on Households Susceptible to Random Proportional Losses: An Analysis of Poverty Trapping
Kira Henshaw, Jorge Ramirez, José Miguel Flores-Contró +3
The trapping probability is studied for households' capital assuming that losses are proportional to the accumulated capital. We consider households without insurance and those pur…
math.PR2019
A ruin model with a resampled environment
Corina Constantinescu, Guusje Delsing, Michel Mandjes +1
This paper considers a Cramér-Lundberg risk setting, where the components of the underlying model change over time. These components could be thought of as the claim arrival rate,…