Results 61 to 70 of about 41,821 (95)
An Improvement of the Approximation of the Ruin Probability in a Risk Process
, 2009 Hye Sun Lee, S. Choi, E. Y. Lee
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In this paper we discuss some issues proposed in the Solvency II - QIS3 report. In particular we comment and discuss the \AISAM-ACME study on non-life long tail liabilities; reserve risk and risk margin assessment under Solvency II".
Dhaene, Jan +2 more
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The present review of (financial) risk measures, prepared for the Encyclopaedia of Actuarial Science, first distinguishes two conceptions of risk. Risk of the first kind conceives risk as the magnitude of (one- or two-sided) deviations from a target ...
Albrecht, Peter
core
2-D shape representation using improved Fourier descriptors
International Conference on Information Photonics, 2009 Jonas De Vylder, W. Philips
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Recursive calculation of time to ruin distributions
, 2002 Rui M. R. Cardoso, A. E. D. Reis
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Entropy Coherent and Entropy Convex Measures of Risk [PDF]
We introduce two subclasses of convex measures of risk, referred to as entropy coherent and entropy convex measures of risk. We prove that convex, entropy convex and entropy coherent measures of risk emerge as certainty equivalents under variational ...
Laeven, R.J.A., Stadje, M.A.
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On the De Vylder and Goovaerts Conjecture About Ruin for Equalized Claims
Journal of Applied Probability, 2014 C. Robert
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An explicit version of the Chebyshev-Markov-Stieltjes inequalities and its applications [PDF]
, 2015 core +1 more source
Improving Goovaerts' and De Vylder's Stable Recursive Algorithm
ASTIN Bulletin: The Journal of the International Actuarial Association, 1992 C. Ramsay
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