International Journal of Systems Science and Applied Mathematics

Volume 10, Issue 3, September 2025

  • Research Article

    Probability of Ruin in Finite Time Given by a Variable Memory Hawkes Process in the Univariate Case with Brownian Perturbation

    Souleymane Badini*, Frederic Bere

    Issue: Volume 10, Issue 3, September 2025
    Pages: 41-45
    Received: 4 June 2025
    Accepted: 18 June 2025
    Published: 10 July 2025
    DOI: 10.11648/j.ijssam.20251003.11
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    Abstract: Our article relates to the field of actuarial science, where the analysis of the probability of ruin is a fundamental issue for insurance companies. The stability of reserves is a key factor in ensuring the sustainability of insurance companies, and understanding the mechanisms that influence this risk allows for the optimization of management stra... Show More