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On the ruin problem in the collective theory of risk under the assumption of variable safety loading
Scandinavian Actuarial Journal, 1969Abstract 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.
1961PhD ; 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
2005We 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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TOWARD A THEORY OF COLLECTIVE RISK MANAGEMENT
2015Lawrence Susskind, Ella Kim
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Risk of collective failure provides an escape from the tragedy of the commons
Proceedings of the National Academy of Sciences of the United States of America, 2011Jorge M Pacheco, Francisco C Santos
exaly