Ruin theory是什么意思
？ - IIIFF互动问答平台)
WebbIn actuarial science and applied probability, ruin theory (sometimes risk theory [1] or collective risk theory) uses mathematical models to describe an insurer's vulnerability to insolvency/ruin. In such models key quantities of interest are the probability of ruin, distribution of surplus immediately prior to ruin and deficit at time of ruin. In actuarial science and applied probability, ruin theory (sometimes risk theory or collective risk theory) uses mathematical models to describe an insurer's vulnerability to insolvency/ruin. In such models key quantities of interest are the probability of ruin, distribution of surplus immediately prior to ruin … Visa mer The theoretical foundation of ruin theory, known as the Cramér–Lundberg model (or classical compound-Poisson risk model, classical risk process or Poisson risk process) was introduced in 1903 by the Swedish actuary Visa mer Michael R. Powers and Gerber and Shiu analyzed the behavior of the insurer's surplus through the expected discounted penalty function, which is commonly referred to as Gerber-Shiu function in the ruin literature and named after actuarial scientists Visa mer • Gerber, H.U. (1979). An Introduction to Mathematical Risk Theory. Philadelphia: S.S. Heubner Foundation Monograph Series 8. • Asmussen S., Albrecher H. (2010). Ruin Probabilities, 2nd Edition. Singapore: World Scientific Publishing Co. Visa mer E. Sparre Andersen extended the classical model in 1957 by allowing claim inter-arrival times to have arbitrary distribution functions. $${\displaystyle X_{t}=x+ct-\sum _{i=1}^{N_{t}}\xi _{i}\quad {\text{ for }}t\geq 0,}$$ Visa mer • Compound-Poisson risk model with constant interest • Compound-Poisson risk model with stochastic interest Visa mer • Financial risk • Volterra integral equation#Ruin theory Visa mer
Ruin theory是什么意思
Did you know?
WebbThis thesis is devoted to Ruin Theory which sometimes referred to the collective ruin theory. In Actuarial Science, one of the most important problems is to determine the finite time or infinite time ruin probability of the risk process in an insurance company. To treat a realistic economic situation, the random interest factor should be ... WebbThe Modigliani–Miller theorem (of Franco Modigliani, Merton Miller) is an influential element of economic theory; it forms the basis for modern thinking on capital structure. The basic theorem states that in the absence of taxes, bankruptcy costs, agency costs, and asymmetric information, and in an efficient market, the enterprise value of a firm is …
Webb7.10 Approximate Calculation of Ruin Probabilities 153 7.11 Notes and References 156 7.12 Exercises 156 8 Advanced Ruin Theory 160 8.1 Introduction 160 8.2 A Barrier Problem 160 8.3 The Severity of Ruin 161 8.4 The Maximum Severity of Ruin 166 8.5 The Surplus Prior to Ruin 168 8.6 The Time of Ruin 174 8.7 Dividends 200 8.8 Notes and References ... WebbOn the other hand, practitioners working in ruin theory are also interested in the amount of the insurer’s deficit at the time of ruin given that ruin occurs, i.e., given an initial surplus u, the time Tu is defined by Tu = infft : U(t) < 0g, being Tu = ¥ if U(t) 0 for all t > 0.
Webb百度百科是一部内容开放、自由的网络百科全书，旨在创造一个涵盖所有领域知识，服务所有互联网用户的中文知识性百科全书。在这里你可以参与词条编辑，分享贡献你的知识。 Webb13 sep. 2024 · The 13 chapters in Konstantinides (2024) can be divided into four parts. The first part, Chapters 1–3, reviews the classical Risk Theory with exponentially decaying tail. The second part, Chapters 4–6, deals with heavy tails in Risk Theory. The third part, Chapters 7–10, handles advanced topics in Risk Theory, with a focus on heavy tails.
WebbRuin theory is concerned with the level of an insurer's surplus for a portfolio of insurance policies. In Chapter 4 we considered the aggregate amount of claims paid out in a single …
WebbRuin Theory in a Discrete Time Risk Model with Interest Income 639 and denotes the premium collected during time interval [i - 1 , i) or ith year, Yt is a sequence of i.i.d. non-negative random variables, independent of Xi9 and denotes the claim amount during the time interval [i - 1, i) or ith year. bruins vs senators predictionsWebb“酷儿”（queer）由英文音译而来，原是西方主流文化对同性恋的贬称，有“怪异”之意，后被性的激进派借用来概括他们的理论，含反讽之意。 酷儿理论是二十世纪九十年代在西方火起来的一种关于性与性别的理论。它起源于同性恋运动，但是，很快便超越了仅仅对同性恋的关注，成为为所有性 ... ewr to thailandWebb3 nov. 2016 · 美国知觉心理学家詹姆斯·吉布森（James Jerome Gibson）提出的直接知觉论（Theory of Direct Perception）试图从生态心理学角度解释人与物之间的深层互动关系及其原理。 他在1979年出版的《生态学的视觉论》（The Ecological Approach to Visual Perception）中，首次提出了Affordance理论，此理论强调生态环境中动物本能知觉物 … bruins vs rangers highlights youtube