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On the Capital Allocation Problem for a New Coherent Risk Measure in Collective Risk Theory [PDF]
Risks, 2016 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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On the Depletion Problem for an Insurance Risk Process: New Non-ruin Quantities in Collective Risk Theory [PDF]
European Actuarial Journal, 2014 The field of risk theory has traditionally focused on ruin-related quantities. In particular, the socalled Expected Discounted Penalty Function has been the object of a thorough study over the years.
Ben-Salah, Zied +3 more
core +8 more sources
On the Ruin Problem of Collective Risk Theory
The Annals of Mathematical Statistics, 1961 0. Summary. The theory of collective risk deals with an insurance business, for which, during a time interval (0, t) (1) the total claim X(t) has a compound Poisson distribution, and (2) the gross risk premium received is Xt. The risk reserve Z(t) = u + Xt - X(t), with the initial value Z(O) = u, is a temporally homogeneous Markov process.
N U Prabhu
openaire +5 more sources
The evolution of strategic timing in collective-risk dilemmas. [PDF]
PLoS ONE, 2013 In collective-risk dilemmas, a group needs to collaborate over time to avoid a catastrophic event. This gives rise to a coordination game with many equilibria, including equilibria where no one contributes, and thus no measures against the catastrophe ...
Christian Hilbe +3 more
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ON DAVIDSON'S PROBLEM IN THE COLLECTIVE RISK THEORY
Ratio Mathematica, 2003 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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Models of Non-Life Insurance Mathematics [PDF]
Informatică economică, 2008 In this communication we will discuss two regression credibility models from Non – Life Insurance Mathematics that can be solved by means of matrix theory.
Constanta Nicoleta BODEA
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Memory, Meaning, and Monuments: An Ethnographic Study of Tsunami Memorialization in Aceh [PDF]
E3S Web of Conferences, 2023 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
doaj +1 more source
Pricing of health plans: An efficiency analysis of different calculation methodologies
Contextus, 2023 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]
Trakia Journal of Sciences, 2019 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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COVID-19-related conspiracy theories in China
Journal of Pacific Rim Psychology, 2021 Many COVID-19 conspiracy theories implicate China and its agents, whether implicitly or explicitly, as conspirators with potentially malicious intent behind the current pandemic.
Xue Wang +4 more
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