{"id":"https://openalex.org/W3069111174","doi":"https://doi.org/10.1109/iske47853.2019.9170331","title":"On a Decomposition of the Risk Ruin Probability Based on Fuzzy Markov Skeleton Process","display_name":"On a Decomposition of the Risk Ruin Probability Based on Fuzzy Markov Skeleton Process","publication_year":2019,"publication_date":"2019-11-01","ids":{"openalex":"https://openalex.org/W3069111174","doi":"https://doi.org/10.1109/iske47853.2019.9170331","mag":"3069111174"},"language":"en","primary_location":{"id":"doi:10.1109/iske47853.2019.9170331","is_oa":false,"landing_page_url":"https://doi.org/10.1109/iske47853.2019.9170331","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2019 IEEE 14th International Conference on Intelligent Systems and Knowledge Engineering (ISKE)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5018673296","display_name":"Lihua Duan","orcid":"https://orcid.org/0000-0002-1631-4675"},"institutions":[{"id":"https://openalex.org/I118612203","display_name":"Hunan Police Academy","ror":"https://ror.org/02gh10772","country_code":"CN","type":"education","lineage":["https://openalex.org/I118612203"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Lihua Duan","raw_affiliation_strings":["Liaoning Police College,Department of Public Security Information,Dalian,China","Department of Public Security Information, Liaoning Police College, Dalian, China"],"affiliations":[{"raw_affiliation_string":"Liaoning Police College,Department of Public Security Information,Dalian,China","institution_ids":["https://openalex.org/I118612203"]},{"raw_affiliation_string":"Department of Public Security Information, Liaoning Police College, Dalian, China","institution_ids":["https://openalex.org/I118612203"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5018673296"],"corresponding_institution_ids":["https://openalex.org/I118612203"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.28190146,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"232","last_page":"239"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9944999814033508,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9944999814033508,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12394","display_name":"Insurance and Financial Risk Management","score":0.9646999835968018,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9427000284194946,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.6352752447128296},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5669618844985962},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.5547943711280823},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5416773557662964},{"id":"https://openalex.org/keywords/poisson-distribution","display_name":"Poisson distribution","score":0.5052931904792786},{"id":"https://openalex.org/keywords/ruin-theory","display_name":"Ruin theory","score":0.47854146361351013},{"id":"https://openalex.org/keywords/decomposition","display_name":"Decomposition","score":0.4650866389274597},{"id":"https://openalex.org/keywords/phase-type-distribution","display_name":"Phase-type distribution","score":0.46147868037223816},{"id":"https://openalex.org/keywords/compound-poisson-process","display_name":"Compound Poisson process","score":0.45738548040390015},{"id":"https://openalex.org/keywords/diffusion-process","display_name":"Diffusion process","score":0.4556148946285248},{"id":"https://openalex.org/keywords/cox-process","display_name":"Cox process","score":0.4478708505630493},{"id":"https://openalex.org/keywords/continuous-time-markov-chain","display_name":"Continuous-time Markov chain","score":0.4334041178226471},{"id":"https://openalex.org/keywords/stochastic-process","display_name":"Stochastic process","score":0.4300858974456787},{"id":"https://openalex.org/keywords/process","display_name":"Process (computing)","score":0.4265914857387543},{"id":"https://openalex.org/keywords/probability-distribution","display_name":"Probability distribution","score":0.424054890871048},{"id":"https://openalex.org/keywords/fuzzy-logic","display_name":"Fuzzy logic","score":0.4151412546634674},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3587586283683777},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.35344868898391724},{"id":"https://openalex.org/keywords/markov-model","display_name":"Markov model","score":0.3391089141368866},{"id":"https://openalex.org/keywords/markov-property","display_name":"Markov property","score":0.3351992964744568},{"id":"https://openalex.org/keywords/risk-model","display_name":"Risk model","score":0.2211129367351532},{"id":"https://openalex.org/keywords/poisson-process","display_name":"Poisson process","score":0.1864980161190033},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.17265883088111877},{"id":"https://openalex.org/keywords/innovation-diffusion","display_name":"Innovation diffusion","score":0.09749764204025269},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.08388394117355347}],"concepts":[{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.6352752447128296},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5669618844985962},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.5547943711280823},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5416773557662964},{"id":"https://openalex.org/C100906024","wikidata":"https://www.wikidata.org/wiki/Q205692","display_name":"Poisson distribution","level":2,"score":0.5052931904792786},{"id":"https://openalex.org/C29859451","wikidata":"https://www.wikidata.org/wiki/Q17082609","display_name":"Ruin theory","level":3,"score":0.47854146361351013},{"id":"https://openalex.org/C124681953","wikidata":"https://www.wikidata.org/wiki/Q339062","display_name":"Decomposition","level":2,"score":0.4650866389274597},{"id":"https://openalex.org/C120375044","wikidata":"https://www.wikidata.org/wiki/Q7180911","display_name":"Phase-type distribution","level":3,"score":0.46147868037223816},{"id":"https://openalex.org/C133338972","wikidata":"https://www.wikidata.org/wiki/Q2055750","display_name":"Compound Poisson process","level":4,"score":0.45738548040390015},{"id":"https://openalex.org/C68710425","wikidata":"https://www.wikidata.org/wiki/Q5275442","display_name":"Diffusion process","level":3,"score":0.4556148946285248},{"id":"https://openalex.org/C155051063","wikidata":"https://www.wikidata.org/wiki/Q1290919","display_name":"Cox process","level":4,"score":0.4478708505630493},{"id":"https://openalex.org/C147080032","wikidata":"https://www.wikidata.org/wiki/Q176720","display_name":"Continuous-time Markov chain","level":5,"score":0.4334041178226471},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.4300858974456787},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.4265914857387543},{"id":"https://openalex.org/C149441793","wikidata":"https://www.wikidata.org/wiki/Q200726","display_name":"Probability distribution","level":2,"score":0.424054890871048},{"id":"https://openalex.org/C58166","wikidata":"https://www.wikidata.org/wiki/Q224821","display_name":"Fuzzy logic","level":2,"score":0.4151412546634674},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3587586283683777},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.35344868898391724},{"id":"https://openalex.org/C163836022","wikidata":"https://www.wikidata.org/wiki/Q6771326","display_name":"Markov model","level":3,"score":0.3391089141368866},{"id":"https://openalex.org/C189973286","wikidata":"https://www.wikidata.org/wiki/Q176695","display_name":"Markov property","level":4,"score":0.3351992964744568},{"id":"https://openalex.org/C2986432223","wikidata":"https://www.wikidata.org/wiki/Q5449740","display_name":"Risk model","level":2,"score":0.2211129367351532},{"id":"https://openalex.org/C166144826","wikidata":"https://www.wikidata.org/wiki/Q1145117","display_name":"Poisson process","level":3,"score":0.1864980161190033},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.17265883088111877},{"id":"https://openalex.org/C3017618536","wikidata":"https://www.wikidata.org/wiki/Q304994","display_name":"Innovation diffusion","level":2,"score":0.09749764204025269},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.08388394117355347},{"id":"https://openalex.org/C18903297","wikidata":"https://www.wikidata.org/wiki/Q7150","display_name":"Ecology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0},{"id":"https://openalex.org/C56739046","wikidata":"https://www.wikidata.org/wiki/Q192060","display_name":"Knowledge management","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/iske47853.2019.9170331","is_oa":false,"landing_page_url":"https://doi.org/10.1109/iske47853.2019.9170331","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2019 IEEE 14th International Conference on Intelligent Systems and Knowledge Engineering (ISKE)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/11","score":0.6200000047683716,"display_name":"Sustainable cities and communities"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":17,"referenced_works":["https://openalex.org/W1970155616","https://openalex.org/W1982920830","https://openalex.org/W1983363627","https://openalex.org/W1988959228","https://openalex.org/W1991285487","https://openalex.org/W1999932850","https://openalex.org/W2027640214","https://openalex.org/W2044952387","https://openalex.org/W2056627753","https://openalex.org/W2073339477","https://openalex.org/W2080624207","https://openalex.org/W2143762334","https://openalex.org/W2356800827","https://openalex.org/W2362209788","https://openalex.org/W2389927943","https://openalex.org/W3125702793","https://openalex.org/W6989906732"],"related_works":["https://openalex.org/W4252801256","https://openalex.org/W3123711693","https://openalex.org/W3083827367","https://openalex.org/W2385519116","https://openalex.org/W2354680572","https://openalex.org/W2382375591","https://openalex.org/W2387435296","https://openalex.org/W2364341214","https://openalex.org/W2035740543","https://openalex.org/W2217510078"],"abstract_inverted_index":{"According":[0],"to":[1,84],"the":[2,28,48,55,59,86,89],"characteristics":[3],"of":[4,14,47,54,61,88,94],"risk":[5,69,76,97],"model":[6,65,70,77],"with":[7,71,78],"perturbed":[8,99],"by":[9,32,35,40,100],"diffusion,":[10],"a":[11,36,45,52],"new":[12],"kind":[13],"stochastic":[15],"process-":[16],"F-B":[17,41],"process":[18,74],"is":[19,107],"proposed":[20],"following":[21],"from":[22],"Fuzzy":[23],"Markov":[24],"Skeleton":[25],"process.":[26,42],"Then":[27,63],"ruin":[29,49],"probabilities":[30],"(caused":[31],"oscillation":[33],"or":[34],"claim)":[37],"are":[38,82,102],"discussed":[39],"We":[43],"derive":[44],"distribution":[46,53],"probability":[50],"and":[51,66,75],"surplus":[56],"immediately":[57],"before":[58],"time":[60],"ruin.":[62],"continuous":[64,96],"discrete":[67],"model,":[68],"compound":[72],"Poisson":[73,80],"double":[79],"process,":[81],"used":[83],"illustrate":[85],"implementation":[87],"model.":[90],"Next":[91],"limit":[92],"theorems":[93],"two":[95],"models":[98],"diffusion":[101],"discussed.":[103],"Finally":[104],"simulation":[105],"experiment":[106],"introduced.":[108]},"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}