Ruin theory

Results: 21



#Item
1Actuarial science / Mathematical finance / Probability theory / Risk / Ruin theory / C0 / RS

From Ruin Theory to Solvency in Non-Life Insurance Mario V. W¨ uthrich RiskLab, ETH Zurich

Add to Reading List

Source URL: www.ccfz.ch

Language: English - Date: 2013-09-15 08:36:12
2Historical eras / Historiography / Postmodern theory / Modernism / Modernity / Ruins / Postmodernity / The Ruin / Postmodernism / Aesthetics

C. Henderson - Revised Dissertation (Final Edit ALL)

Add to Reading List

Source URL: www.edwardburtynsky.com

Language: English - Date: 2016-06-01 14:29:03
3Information theory / Probability / Philosophy of thermal and statistical physics / Statistical theory / Bayesian statistics / Expected utility hypothesis / Entropy / Prior probability / Constructible universe / Statistics / Utility / Probability and statistics

Entropy and the value of information for investors By Antonio Cabrales, Olivier Gossner and Roberto Serrano∗ Consider any investor who fears ruin when facing any set of investments that satisfy no-arbitrage. Before inv

Add to Reading List

Source URL: ogossner.free.fr

Language: English - Date: 2012-11-17 06:38:38
4Statistical theory / Probability and statistics / Philosophy of science / Physics / Entropy / Information theory / Randomness

A Poetics of Ruin Our glance lingers over the debris of a triumphal arch, a portico, a pyramid, a temple, a palace, and we retreat into ourselves; we contemplate the ravages of time, and in our imagination we scatter the

Add to Reading List

Source URL: www.mayseycraddock.com

Language: English - Date: 2014-02-17 09:00:12
5Statistics / Mathematical analysis / Operator theory / Mathematics / Spectral theory / Actuarial science / Probability theory / Ruin theory

A note on the distribution of the aggregate claim amount at ruin Jingchao Li, David C M Dickson , Shuanming Li Centre for Actuarial Studies, Department of Economics, University of Melbourne, VIC 3010, Australia Abstract

Add to Reading List

Source URL: fbe.unimelb.edu.au

Language: English - Date: 2014-05-06 21:02:54
6Differential equations / Spectral theory / Ordinary differential equations / Markov chain / Laplace transform / Heat equation / Decomposition of spectrum / Mathematical analysis / Mathematics / Calculus

Finite time ruin problems for the Markov-modulated risk model Jingchao Li, David C M Dickson, Shuanming Li Centre for Actuarial Studies, Department of Economics, University of Melbourne, VIC 3010, Australia Abstract

Add to Reading List

Source URL: fbe.unimelb.edu.au

Language: English - Date: 2014-06-30 21:21:47
7Mathematical sciences / Actuary / Society of Actuaries / Actuarial exam / Faculty of Actuaries / Actuaries Institute / Institute of Actuaries / Ruin theory / Outline of actuarial science / Actuarial science / Insurance / Statistics

Centre for Actuarial Studies ANNUAL REPORT 2012 Contents The Year in Review...................................................................................................................... 3

Add to Reading List

Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-10-09 02:12:11
8Spectral theory of ordinary differential equations / Plancherel theorem for spherical functions / Operator theory / Ordinary differential equations / Spectral theory

The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model David C M Dickson Abstract We use probabilistic arguments to derive an expression for the joint

Add to Reading List

Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:17:35
9Control theory / Markov models / Combinatorics / Numerical analysis / Ruin theory / Erlang distribution / Mathematics / Mathematical analysis / Statistics

The …nite time ruin probability in a risk model with capital injections Ciyu Nie, David C M Dickson and Shuanming Li Abstract We consider a risk model with capital injections as described in Nie et alWe show

Add to Reading List

Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:21:39
10Network performance / Queueing theory / Teletraffic / Distribution / Erlang distribution / Itō diffusion / Mathematical analysis / Generalized functions / Erlang

Erlang risk models and finite time ruin problems David C M Dickson and Shuanming Li Abstract We consider the joint density of the time of ruin and deficit at ruin in the Erlang(n) risk model. We give a general formula fo

Add to Reading List

Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:14:57
UPDATE