Reproducibility package for "Payment Timing and Cash-Flow Ruin under Fixed Incurred Liabilities"
作者:W M Zhu, Ryan Dinwoodie · 发表于:Zenodo (CERN European Organization for Nuclear Research) · 年份:2026 · DOI:10.5281/zenodo.21531322 · 研究领域:Mathematics、Computer science、Applied mathematics、Algorithm、Statistics、Arithmetic、Reliability engineering
Code, tests, locked environments, machine-readable results, manuscript source, figures, tables, and symbolic notebooks for the study of payment timing and cash-flow ruin with interarrival-triggered claim instalments. The package reproduces the pathwise account comparison, renewal and exponential--polynomial calculations, successive-reflection construction, capital-tail asymptotics, target-matching premium-rate calculations, numerical diagnostics, and finite-horizon robustness checks. No external data are used. Version 1.1.1 synchronises the embedded manuscript source with the final presentation pass completed after v1.1.0. It also makes the validation pipeline robust to inaccessible Windows system-temporary directories by using bounded project-local validation paths. These changes do not alter the model, theorems, proofs, evaluated premium grid, generated numerical assets, bibliography records, Mathematica files, or random seeds. A new full-profile manifest and all generated-asset hashes were verified before packaging.