two models are commonly made use to explain the behavior of insurance industries, namely: risk-pooling and the risk-absorbing models. neither of the two models provides an acceptable definition of insurance output in the economies experiencing high inflation rate. to address the deficiencies of the present models, an alternative was proposed in the current study as based on the theory of in...

We study a risk-averse optimal control problem for finite-horizon Borel model, where cumulative cost is assessed via exponential utility. The setting permits non-linear dynamics, non-quadratic costs, and continuous state spaces but less general than the of optimizing an expected Our contribution to show existence controller without using space augmentation therefore offer simpler solution metho...

abstract background: the increase in breast cancer incidence has enhanced attention towards breast cancer risk. the aim of this study was to determine the risk of breast cancer and risk perception of women, factors that affect risk perception, and to determine differences between absolute risk and the perception of risk. methods: this cross-sectional study was carried out among 346 women whose ...

Volatility is a key parameter used in many financial applications, from derivatives valuation to asset management and risk management. Volatility measures the size of the errors made in modeling returns and other financial variables. It was discovered that, for vast classes of models, the average size of volatility is not constant but changes with time and is predictable. Autoregressive conditi...

the semi-classical model of atom-field interaction has been fully studied for some multilevel atoms, e.g. vee, l, cascade x , y, and inverted y and so on. this issue is developed into the full-quantum electrodynamics formalism, where the probe and coupling electromagnetic fields are quantized. in this article, we investigate the full-quantum model of absorption and dispersion spectrum of trappe...

Abstract We consider a Cramér–Lundberg model representing the surplus of an insurance company under general reinsurance control process. aim to minimise expected time during which is bounded away from its own running maximum by at least $$d&gt;0$$ d &gt; 0 </mml:ma...