On the Capital Allocation Problem for a New Coherent Risk Measure in Collective Risk Theory [PDF]
In this paper we introduce a new coherent cumulative risk measure on a subclass in the space of càdlàg processes. This new coherent risk measure turns out to be tractable enough within a class of models where the aggregate claims is driven by a ...
Hirbod Assa +2 more
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When Low Independence Fuels Luxury Consumption: Uniqueness as a Defense Mechanism During Collective Threats [PDF]
Global crises, from pandemics to geopolitical instability, intensify societal anxiety. Paradoxically, these periods of collective threat often witness surges in luxury consumption.
Jaeseok Yook, Seunghee Han
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ON DAVIDSON'S PROBLEM IN THE COLLECTIVE RISK THEORY
In this paper Davidson's classic problem concerning the solution of an integrodifferential equation regarding the collective risk theory with the aim of examining the probability of the failure of an insurance company is further analysed. The validity of
Elena Cardona
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Memory, Meaning, and Monuments: An Ethnographic Study of Tsunami Memorialization in Aceh [PDF]
The Indian Ocean tsunami of December 26, 2004, left an impact on Aceh, Indonesia, prompting the establishment of tsunami memorials to preserve collective memories.
Rahman Alfi +7 more
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Pricing of health plans: An efficiency analysis of different calculation methodologies
Over the last 20 years, the Supplementary Health Market has seen a reduction in the number of Health Companies due to insolvency. There are several risks that can lead to this factor, and one of the main ones is the pricing risk.
Fernanda Beatriz Junges da Silva +1 more
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EQUITY CROWDFUNDING AS A TYPE OF PROJECT INVESTING [PDF]
PURPOSE. The Article aims to present the potential and capabilities of the application of equity crowdfunding as an option to invest and to form investment portfolios for the individual investors.
D. Blagoev, K. Petkov
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Balancing Efficiency and Flexibility in Software Project: The Role of Team Collective Improvisation, behavioral integration, and member diversity [PDF]
The successful management of software (SW) projects is a continuous concern to managers, which is attributed to the contradictory demands that most projects are facing; meeting user requirements within time and budget limit while flexibly dealing risks ...
Young-Joo Lee +2 more
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Chinese e-commerce platforms have long helped to sell agricultural products through farmer-assisting marketing activities, effectively alleviating the problem of stagnant agricultural products in some areas, and have become a valuable cause-related ...
Jingjing Wu +3 more
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Fostering collective action to reduce wildfire risk across property boundaries in the American West
Large-scale, high-severity wildfires are a major challenge to the future social-ecological sustainability of fire-adapted forest ecosystems in the American West.
Susan Charnley +2 more
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Power identities for Lévy risk models under taxation and capital injections
In this paper we study a spectrally negative Lévy process which is refracted at its running maximum and at the same time reflected from below at a certain level. Such a process can for instance be used to model an insurance surplus process subject to tax
Hansjörg Albrecher, Jevgenijs Ivanovs
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