Results 11 to 20 of about 6,437,662 (327)
The Risk Management Process [PDF]
Prehospital and Disaster Medicine, 2000 Freddy Madsen
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Mixed fractional risk process [PDF]
Journal of Mathematical Analysis and Applications, 2021 In this paper, we introduce a risk process, namely, the mixed fractional risk process (MFRP) in which the number of claims in the associated claim process are modelled using the mixed fractional Poisson process (MFPP). The covariance structure of the MFRP is studied and its long-range dependence property has been established.
K. K. Kataria, M. Khandakar
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Neural Processing of Risk [PDF]
The Journal of Neuroscience, 2010 In our everyday life, we often have to make decisions with risky consequences, such as choosing a restaurant for dinner or choosing a form of retirement saving. To date, however, little is known about how the brain processes risk. Recent conceptualizations of risky decision making highlight that it is generally associated with emotions but do not ...
Mohr, P., Biele, G., Heekeren, H.
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Risk measures for processes and BSDEs [PDF]
Finance and Stochastics, 2014 The paper analyzes risk assessment for cash flows in continuous time using the notion of convex risk measures for processes. By combining a decomposition result for optional measures, and a dual representation of a convex risk measure for bounded \cd processes, we show that this framework provides a systematic approach to the both issues of model ...
Penner, Irina, Réveillac, Anthony
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Fractional risk process in insurance [PDF]
Mathematics and Financial Economics, 2019 Important models in insurance, for example the Carm{ }r--Lundberg theory and the Sparre Andersen model, essentially rely on the Poisson process. The process is used to model arrival times of insurance claims. This paper extends the classical framework for ruin probabilities by proposing and involving the fractional Poisson process as a counting ...
Arun Kumar +2 more
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Queues and Risk Processes with Dependencies [PDF]
Stochastic Models, 2014 We study the generalization of the G/G/1 queue obtained by relaxing the assumption of independence between inter-arrival times and service requirements. The analysis is carried out for the class of multivariate matrix exponential distributions introduced in [12]. In this setting, we obtain the steady state waiting time distribution and we show that the
E.S. Badila, Jacques Resing, Onno Boxma
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Dirac Processes and Default Risk [PDF]
SSRN Electronic Journal, 2015 30 pages, 11 ...
Chris Kenyon, Andrew Green
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Asymptotic Expected Utility of Dividend Payments in a Classical Collective Risk Process
Risks, 2023 We find the asymptotics of the value function maximizing the expected utility of discounted dividend payments of an insurance company whose reserves are modeled as a classical Cramér risk process, with exponentially distributed claims, when the initial ...
Sebastian Baran +2 more
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How Much We Gain by Surplus-Dependent Premiums—Asymptotic Analysis of Ruin Probability
Risks, 2021 In this paper, we generate boundary value problems for ruin probabilities of surplus-dependent premium risk processes, under a renewal case scenario, Erlang (2) claim arrivals, and a hypoexponential claims scenario, Erlang (2) claim sizes.
Jing Wang +2 more
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Quantitative relationship between cladocera and cyanobacteria: A study based on field survey
Frontiers in Ecology and Evolution, 2022 Cyanobacteria are a widely distributed phytoplankton that can bloom and produce algal toxins in the eutrophicated water bodies. Large cladocerans are a group of zooplankton that presents higher grazing efficiency on algae.
Daikui Li +7 more
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