نتایج جستجو برای: time to ruin
تعداد نتایج: 10882418 فیلتر نتایج به سال:
In this paper we extend the results in Lin and Willmot (1999 Insurance: Mathematics and Economics 25, 63–84) to properties related to the joint and marginal moments of the time of ruin, the surplus before the time of ruin, and the deficit at the time of ruin. We use an approach developed in Lin and Willmot (1999), under which the solution to a defective renewal equation is expressed in terms of...
Uncertain process is a sequence of uncertain variables indexed by time. This paper presents a series of extreme value theorem of uncertain independent increment process and provides uncertainty distribution of first hitting time. This paper also proposes an insurance risk model with uncertain claims. Finally, a concept of ruin index is defined and a ruin index formula is given.
abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...
abstract nowadays, the science of decision making has been paid to more attention due to the complexity of the problems of suppliers selection. as known, one of the efficient tools in economic and human resources development is the extension of communication networks in developing countries. so, the proper selection of suppliers of tc equipments is of concern very much. in this study, a ...
نمودار تعداد نتایج جستجو در هر سال
با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید