Results 231 to 240 of about 53,904 (254)

Collective Dangerous Behavior: Theory and Evidence on Risk-Taking [PDF]

open access: possible, 2013
It is commonly found that uncertainty helps discipline economic agents in strategic contexts. Using a stochastic variant of the Nash Demand Game, we show that the presence of uncertainty may have a dramatically opposite effect. Cautious (efficient) and dangerous (inefficient) equilibria may co-exist regardless of agents’ risk preferences.
Olivier Bochet   +3 more
openaire  

A semi-convergent series with application to the collective theory of risk

Scandinavian Actuarial Journal, 1952
Abstract 1. The Bessel function solution of the differential equation can be numerically calculated by means of the defining power series when x is small. For greater values of x it is more convenient to use an asymptotic expansion. In a paper in this journal, 1950, p.
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On the probability of ruin in the collective risk theory for insurance enterprises with oly negative risk sums

Scandinavian Actuarial Journal, 1948
Abstract 1. The determination of the probability that an insurance company once in the future will be brought to ruin is a problem of great interest in insurance mathematics. If we know this probability, it does not only give us a possibility to estimate the stability of the insurance company, but we may also decide which precautions, in the form of f.
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A note on transforms of renewal and other models applied to the collective risk theory

Scandinavian Actuarial Journal, 1971
Abstract 1. Renewal models applied to the risk theory In this note the interval between the (n—1)th, and the nth event in a random process—the interoccurrence time—will be denoted by τ n for n = 2, 3 ... , and the interval from the starting point of the process to the time point of the first event by τ1.
openaire   +2 more sources

A review of the collective theory of risk

Scandinavian Actuarial Journal, 1968
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On the ruin problem in the collective theory of risk under the assumption of variable safety loading

Scandinavian Actuarial Journal, 1969
Abstract d1. In his fundamental works on risk theory Dr Filip Lundberg has also taken up for treatment the following problem:
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Some Applications Of Collective Risk Theory To Reinsurance And Group Experience Rating.

1961
PhD ; Mathematics ; University of Michigan, Horace H. Rackham School of Graduate Studies ; http://deepblue.lib.umich.edu/bitstream/2027.42/185080/2/6106373 ...
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Exponential upper bounds in a modified model of collective risk theory

2005
We provide upper bounds to the probability of ruin into a modified model of the collective risk theory, where we have assumed constant force of interest and the definition of ruin as given in (Gerber H., 1971).
GOSIO, CRISTINA   +2 more
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Research in collective risk theory

Scandinavian Actuarial Journal, 1954
openaire   +1 more source

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