A Simple Approach for Deciding When to Invest

a new approach to credibility premium for zero-inflated poisson models for panel data

هدف اصلی از این تحقیق به دست آوردن و مقایسه حق بیمه باورمندی در مدل های شمارشی گزارش نشده برای داده های طولی می باشد. در این تحقیق حق بیمه های پبش گویی بر اساس توابع ضرر مربع خطا و نمایی محاسبه شده و با هم مقایسه می شود. تمایل به گرفتن پاداش و جایزه یکی از دلایل مهم برای گزارش ندادن تصادفات می باشد و افراد برای استفاده از تخفیف اغلب از گزارش تصادفات با هزینه پائین خودداری می کنند، در این تحقیق ...

a benchmarking approach to optimal asset allocation for insurers and pension funds

uncertainty in the financial market will be driven by underlying brownian motions, while the assets are assumed to be general stochastic processes adapted to the filtration of the brownian motions. the goal of this study is to calculate the accumulated wealth in order to optimize the expected terminal value using a suitable utility function. this thesis introduced the lim-wong’s benchmark fun...

When to Invest in Security? Empirical Evidence and a Game-Theoretic Approach for Time-Based Security

Games of timing aim to determine the optimal defense against a strategic attacker who has the technical capability to breach a system in a stealthy fashion. Key questions arising are when the attack takes place, and when a defensive move should be initiated to reset the system resource to a known safe state. In our work, we study a more complex scenario called Time-Based Security in which we co...

When to invest in high speed rail

Foundations for Learning How to Invest when Returns are Uncertain

Most asset returns are uncertain, not merely risky: investors do not know the probabilities of different possible future returns. A large body of evidence suggests that investors are averse to uncertainty, as well as to risk. This paper builds up an axiomatic foundation for the dynamic portfolio and consumption choices of an uncertainty-averse (as well as risk-averse) investor who tries to lear...