Results 221 to 230 of about 53,904 (254)
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An identity in the collective risk theory with some applications
Scandinavian Actuarial Journal, 1968Summary In the present paper we point out and draw some conclusions from the following identity where and Re (z) < 0, and where A(s, z) and B(s, z) are the well-known auxiliary functions used by Cramer in his explicit solution of the ruin problem for a Poisson risk process with risk sums which may assume positive as well as negative values.
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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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A tentative application of tbe collective risk theory to crop insurance
Scandinavian Actuarial Journal, 1955Abstract A. Discussiou of Different Methods for Treating a Sum of VariahJes and Vectors Stochastic Processes with Several ...
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A note on a classical result in the collective risk theory
Scandinavian Actuarial Journal, 1973Abstract In his paper “Uber einige risikotheoretische Fragestellungen” (SAT 1942: 1–2, p. 43) C.-O. Segerdahl generalizes the theory of ruin probability ψ(u) to the case where interest is continuously added to the risk reserve u at the rate δ′.
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Some properties of the ruin function in the collective theory of risk
Scandinavian Actuarial Journal, 1948Abstract It is well known that the chief aim of all theory of risk is to attain a sort of objective and somehow confirmed opinion of how and to which extent an insurance company ought to reinsure its risks in order that the probability of ruin by random fluctuations of the risk process shall become so small that it can be overlooked in practice.
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How Close Are the Individual and Collective Models in Risk Theory?
2012The subject of this chapter is individual and collective models in insurance risk theory and how ideal probability metrics can be employed to calculate the distance between them.
Svetlozar T. Rachev +3 more
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A Review of Modern Collective Risk Theory with Dividend Strategies
SSRN Electronic Journal, 2008In his seminal paper, Bruno de Finetti (1957) laid the foundations of what would become an increasingly popular branch of risk theory: the study of dividend strategies. The recent burst of research in this field encouraged the author to carry out a systematic literature review of modern collective risk theory with dividend strategies.
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Collective Approaches to Risk in Business: An Introduction to Plural Rationality Theory
North American Actuarial Journal, 2013This article initiates a discussion regarding Plural Rationality Theory, which began to be used as a tool for understanding risk 40 years ago in the field of social anthropology. This theory is now widely applied and can provide a powerful paradigm to understand group behaviors.
David Ingram, Elijah Bush
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On some distributions in time connected with the collective theory of risk
Scandinavian Actuarial Journal, 1970Abstract The title of this paper might as well have been “On the distribution in time of certain first passages in a Poisson process (in the proper sense) with nonzero mean and two barriers, one reflecting or absorbing and the other one absorbing”.
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