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[PDF] Top 20 Counting processes and copulas : applications in insurance

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Counting processes and copulas : applications in insurance

Counting processes and copulas : applications in insurance

... For instance, in chapter two of this thesis, among several other random variables associated with count data in insurance, we researched on how dependence modeling is carried for b[r] ... Voir le document complet

135

Some Applications of Markov Additive Processes as Models in Insurance and Financial Mathematics

Some Applications of Markov Additive Processes as Models in Insurance and Financial Mathematics

... picture. In this paper, we study the ruin problem for Markov additive risk ...additive processes have been extensively studied in the context of financial applications [see Momeya and ... Voir le document complet

148

Dynamic copulas: applications to finance & economics

Dynamic copulas: applications to finance & economics

... copula processes with different types of upper and lower tail dependence so as to be able to reproduce the correlation smiles/skews observed in credit derivatives in ...Archimedean ... Voir le document complet

159

ON COUNTING MEANINGFUL UNITS IN TEXTS

ON COUNTING MEANINGFUL UNITS IN TEXTS

... syntactic and semantic reasons are better described as constituting families of strings rather than lists of independent entries in a ...lexical and syntactic ...found in our ... Voir le document complet

13

Counting in trees for free

Counting in trees for free

... Lugiez and Dal Zilio [11] and Seidl et al. [22]. In their paper, Lugiez and Dal Zilio indeed propose a modal logic for XML documents which they call Sheaves ...Lugiez and Dal Zilio ... Voir le document complet

19

Adverse selection and moral hazard in health insurance

Adverse selection and moral hazard in health insurance

... When insurance …rms cannot distin- guish among di¤erent risk types, they may loose money by o¤ering the set of full information contracts as shown by Rothschild and Stiglitz ...(1976). In this ... Voir le document complet

10

Complementarity and Substituability in Multiple-Risk Insurance Markets

Complementarity and Substituability in Multiple-Risk Insurance Markets

... assumed in standard insurance modeling that consumers are covered by a unique grand contract purchased at one company ...reality. In sectors like life insurance, exclusivity clauses are rarely ... Voir le document complet

22

Solving Systems of Linear Equalities in Modular Arithmetic with Applications to Model Counting in Constraint Programming

Solving Systems of Linear Equalities in Modular Arithmetic with Applications to Model Counting in Constraint Programming

... Model counting and sampling are two fundamental problems in artificial ...problems in various areas like machine learning, planning, statistics and so on which are known to be ... Voir le document complet

69

Brillinger mixing of determinantal point processes and statistical applications

Brillinger mixing of determinantal point processes and statistical applications

... cumulant and factorial cumulant moment measures of a point process X as well as their reduced ...defined in the following. The relation with the Laplace and the probability generating functionals of ... Voir le document complet

25

Non-anticipative functional calculus and applications to stochastic processes

Non-anticipative functional calculus and applications to stochastic processes

... functionals in many applications are not horizontally or vertically differentiable in the sense of Dupire, and without these properties, the functional Itˆ o formula may not be directly ... Voir le document complet

160

Metaelliptical copulas and their use in frequency analysis of multivariate hydrological data.

Metaelliptical copulas and their use in frequency analysis of multivariate hydrological data.

... S and g has been selected from a p variate data ...Dobric´ and Schmid, 2007], (2) tests that involve kernel smoothing ...2007], and (3) omnibus tests derived from continuous functionals of the ... Voir le document complet

12

Elements of risk theory in finance and insurance

Elements of risk theory in finance and insurance

... disputable in some situations, while Jewitt (1989)’s refinement ...models and in particular to Yaari (1987)’s model that allow the decision maker to be left monotone risk averse without being ... Voir le document complet

83

Approximation of epidemic models by diffusion processes and Statistical applications

Approximation of epidemic models by diffusion processes and Statistical applications

... Ethier and Kurz (2005) on the approximation of density dependent processes by diffusion and Gaus- sian processes to general density time-dependent Markov processes on N d ... Voir le document complet

2

Adverse Selection in Insurance Contracting

Adverse Selection in Insurance Contracting

... Abstract In this survey we present some of the more signi…cant results in the liter- ature on adverse selection in insurance ...1 and 2 introduce the subject and Section 3 ... Voir le document complet

74

Risk Classification in Insurance Contracting

Risk Classification in Insurance Contracting

... premiums, and thereby reduce asymmetric ...equity. In the health sector, risk classification is also subject to concerns about social equity and potential ...efficient insurance provision ... Voir le document complet

55

Applications of Markov Decision Processes in Communication Networks : a Survey

Applications of Markov Decision Processes in Communication Networks : a Survey

... 101 - 54602 Villers lès Nancy Cedex France Unité de recherche INRIA Rennes : IRISA, Campus universitaire de Beaulieu - 35042 Rennes Cedex France Unité de recherche INRIA Rhône-Alpes : 65[r] ... Voir le document complet

55

Physicians, genetics and life insurance

Physicians, genetics and life insurance

... followed in 1996 by the Ontario Law Reform Commission’s “Report on genetic ...include and exclude from its redistributive ...membership in a community of mutual responsibil- ...of insurance ... Voir le document complet

3

Risk Classification and Health Insurance

Risk Classification and Health Insurance

... premiums, and thereby reduce asymmetric ...characteristics and yield efficient outcomes. In the health sector, risk classification is also subject to concerns about social equity and potential ... Voir le document complet

17

Algorithmic issues in queueing systems and combinatorial counting problems

Algorithmic issues in queueing systems and combinatorial counting problems

... We extend our approach used to solve the problem of counting the number of colorings of a graph to Markov random field model and show that under certain condit[r] ... Voir le document complet

118

Tightness for processes with fixed points of discontinuities and applications in varying environment

Tightness for processes with fixed points of discontinuities and applications in varying environment

... rate and c > 0 is a logistic term which represents competition between ...branching processes and is also a special case of logistic branching ...role in population dynamics, where it is ... Voir le document complet

10

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