Optimal prevention strategies in the classical risk model

مازاد سرمایه در زمان ورشکستگی در مدل ریسک کلاسیک با عامل اغتشاش on the surplus prior to ruin in the perturbed classical risk process

هدف این تحقیق در نظر گرفتن مدل ریسک کلاسیک که با عامل فرآیند وینر ، به مدل ریسک کلاسیک با عامل اغتشاش تبدیل می شود. در این تحقیق فرمول هایی صریح برای تابع چگالی احتمال توام و حاشیه ای مقدار مازاد سرمایه بلافاصله قبل و در زمان ورشکستگی و همچنین تابع چگالی احتمالی برای مقادیر و اندازه خسارت هایی که باعث ورشکستگی شده اند، بررسی می شود. نیاز برای چنین تحقیقی بدین سبب احساس می شود که در مدل ریسک کل...

Optimal Defensive Strategies in One-Dimensional RISK

RISK is a popular board game invented by Albert Lamorisse and released in 1957. The board depicts a stylized political world map divided into territories, each occupied by one or more of a player’s army units, which we will refer to simply as armies. The bulk of play consists of a turn-based series of attacks between player armies occupying adjacent territories in an effort to occupy the entire...

Optimal cardiovascular prevention strategies for the 21st century.

Risk factors and strategies for prevention

Over the past two decades there has been a great deal of international, specialized research activity focused on risk factors and prevention strategies for falls in older people. This book provides health care workers with a detailed analysis of the most recent developments in the area and helps bridge the gap between scientific journal articles and general texts. The book is constructed in thr...

Optimal Dynamic Trading Strategies with Risk Limits

Value at Risk (VaR) has emerged in recent years as a standard tool to measure and control the risk of trading portfolios. Yet, existing theoretical analyses of the optimal behavior of a trader subject to VaR limits have produced a negative view of VaR as a risk-control tool. In particular, VaR limits have been found to induce increased risk exposure in some states and an increased probability o...