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Ruin theory
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1	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 Actuarial science Mathematical finance Probability theory Risk Ruin theory C0 RS
2	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 Historical eras Historiography Postmodern theory Modernism Modernity Ruins Postmodernity The Ruin Postmodernism Aesthetics
3	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 Information 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
4	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 Statistical theory Probability and statistics Philosophy of science Physics Entropy Information theory Randomness
5	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 Statistics Mathematical analysis Operator theory Mathematics Spectral theory Actuarial science Probability theory Ruin theory
6	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 Differential equations Spectral theory Ordinary differential equations Markov chain Laplace transform Heat equation Decomposition of spectrum Mathematical analysis Mathematics Calculus
7	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 Mathematical 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
8	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 Spectral theory of ordinary differential equations Plancherel theorem for spherical functions Operator theory Ordinary differential equations Spectral theory
9	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 Control theory Markov models Combinatorics Numerical analysis Ruin theory Erlang distribution Mathematics Mathematical analysis Statistics
10	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 Network performance Queueing theory Teletraffic Distribution Erlang distribution Itō diffusion Mathematical analysis Generalized functions Erlang