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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, 1932exaly +2 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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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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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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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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