Australian Economic Papers, Volume 64, Issue 3, Page 345-355, September 2025.ABSTRACT The identification of a public sector wage premium or penalty is of specific interest in fast and emerging economies, particularly those that have transitioned from state controlled to market economies. Using Vietnam as a case study, our initial descriptive statistics analysis showed that average hourly wage rates for public sector workers ...
Van‐Phuc Phan, Martin O'Brien
wiley +1 more source
Teorija propasti i de Vylderova aproksimacija [PDF]
, 2014 U ovom radu smo promatrali Cramér-Lundbergov model u teoriji rizika. On se sastoji od pretpostavke da je proces isplata šteta složen Poissonov. U prvom poglavlju smo definirali složeni Poissonov proces, te smo dali još neke definicije i izvode koje ...
Mešić, Anamarija
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Calculating multivariate ruin probabilities via Gaver–Stehfest inversion technique [PDF]
, 1999 Multivariate characteristics of risk processes are of high interest to academic actuaries. In such models, the probability of ruin is obtained not only by considering initial reserves u but also the severity of ruin y and the surplus before ruin x. This
Usabel Rodrigo, Miguel Arturo
core +4 more sources
Error estimates for De Vylder type approximations in ruin theory
, 2017 Due to its practical use, De Vylder's approximation of the ruin probability has been one of the most popular approximations in ruin theory and its application to insurance. Surprisingly, only heuristic and numerical evidence has supported it, to some extent.
openaire +2 more sources
On the accuracy of phase-type approximations of heavy-tailed risk models [PDF]
, 2012 Numerical evaluation of ruin probabilities in the classical risk model is an important problem. If claim sizes are heavy-tailed, then such evaluations are challenging.
Adan, Ivo J. B. F. +3 more
core +7 more sources
Bayesian deconvolution of scanning electron microscopy images using point-spread function estimation and non-local regularization [PDF]
, 2016 Microscopy is one of the most essential imaging techniques in life sciences. High-quality images are required in order to solve (potentially life-saving) biomedical research problems.
Aelterman, Jan +5 more
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On the First Crossing of Two Boundaries by an Order Statistics Risk Process [PDF]
, 2017 We derive a closed form expression for the probability that a non-decreasing, pure jump stochastic risk process with the order statistics (OS) property will not exit the strip between two non-decreasing, possibly discontinuous, time-dependent boundaries,
Bühlmann +9 more
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Randomized observation times for the compound Poisson risk model: The discounted penalty function [PDF]
, 2013 In the framework of collective risk theory, we consider a compound Poisson risk model for the surplus process where the process (and hence ruin) can only be observed at random observation times. For Erlang(n) distributed inter-observation times, explicit
Albrecher, H. +2 more
core +2 more sources
Analytical and numerical approach to corporate operational risk modelling [PDF]
Although The New Basel Accord gives the methodology for managing operational risk in financial institutions, corporate risk seems not to be recognized enough. In this Ph.D.
Pawel Mista
core
Extinction in a branching process: Why some of the fittest strategies cannot guarantee survival [PDF]
, 2013 The fitness of a biological strategy is typically measured by its expected reproductive rate, the first moment of its offspring distribution. However, strategies with high expected rates can also have high probabilities of extinction. A similar situation
Klaere, Steffen, Sawaya, Sterling
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