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A note on different models of stochastic processes dealt with in the collective theory of risk
Scandinavian Actuarial Journal, 1956Abstract 1. For the definition of general processes with special regard to those concerned in Collective Risk Theory reference is made to Cramer (Collective Risk Theory, Skandia Jubilee Volume, Stockholm, 1955). Let the independent parameter of such a process be denoted by τ, with the origin at the point of departure of the process and on a scale ...
Carl Philipson
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A generalization of the collective theory of risk in regard to fluctuating basic-probabilities
Scandinavian Actuarial Journal, 1948Abstract Generally in the theory of risk one starts from the two fundamental assumptions that the basic-probabilities are constant and that the deviations occurring may be interpreted as random fluctuations. Thus, the theory of risk appears as an application of the ordinary probability-theory, which starts from the binomial distribution and leads to ...
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On the probability function in the collective theory of risk
Scandinavian Actuarial Journal, 1932openaire +3 more sources
Notes on collective risk theory
Scandinavian Actuarial Journal, 1957Abstract A complete proof of existence of a probability measure m the space Ω of all sample functions was given by Cramer [4]. For a finitc period, a simplified proof was given in my paper [2]. The latter proof could be restricted to the space of sample functions having only a finite number of jumps, as the probability of an infinite number of jumps is
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Collective Risk Theory for Assets
North American Actuarial Journal, 1997his elaboration of choice of variables (measures of risk), his caveat about closeness of fit within the tail of the distribution, and in his observation that an activity's marginal effect on risk at the total enterprise level should be the primary risk concept worthy of study in the management decision process. We agree with Mr.
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Note on the collective theory of risk
Scandinavian Actuarial Journal, 1968Abstract What follows has grown out of a discussion with Carl Philipson following a lecture [1] on the collective theory of risk. Although I give here nothing else but a refined interpretation of Paul Levy's form (see, e.g., [2], p. 322) of identically distributed random variables the result still seems of interest for all those working in the field of
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Practical applications of the collective risk theory
Scandinavian Actuarial Journal, 1969Abstract According to Cramer, insurance institutions are menaced not only by the so-called commercial risk, as are all other institutions, but particularly by the technical or random risk. This latter risk is the characteristic of an insurance institution and directly results from the cover for loss granted by the institution against chance events.
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Drinking trajectories of at‐risk groups: Does the theory of the collectivity of drinking apply?
Drug and Alcohol Review, 2017AbstractIntroduction and AimsAlcohol consumption among Swedish adolescents has halved during the last decade. We aim to: (i) investigate whether the overall decrease in drinking may conceal an underlying heterogeneity in drinking trajectories across at‐risk groups that differ with respect to risk for drinking and; (ii) assess to what degree alcohol ...
Thor Norström, Jonas Raninen
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Moments of two distributions in collective risk theory
Scandinavian Actuarial Journal, 1977Abstract This paper is motivated by Bartlett (1965) and Beekman (1966) in which approximation methods in collective risk theory are discussed. Here we generalize the results on moments given in these two papers, using less complicated techniques.
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