Directory UMM :Data Elmu:jurnal:I:Insurance Mathematics And Economics:Vol26.Issue1.2000:
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Preliminary assessment of the effect of storage on the vitality of mycorrhizal fungi inside plant roots gives insights into how fresh root material has to be when undertaking
We then propose a new class of risk measures for portfolio selection based on the dual theory concepts but with desirable properties required for an asset allocation model
The model consists in relaxing the distributional assumptions of asset returns to a situation where the underlying random processes modeling the spot prices of assets are
In Section 2, we present the basic stochastic model. In Section 3, we define an index and a market based on this model and in Section 4, we introduce a payment process and an
In this paper, stochastic control theory is applied to answer the following question: if an insurer has the possibility to invest part of his surplus into a risky asset, what is
A simple proof of the asymptotic formula for the ruin probability of a risk process with a positive constant interest force [derived earlier by Asmussen (Asmussen, S., 1998.. All
Risk and insurance researchers generally have an awareness of the nature of ANM techniques. Most know, e.g., that genetic algorithms are based on genet- ics and evolution,
Spatial procedure was applied to the mapping of actual and expected crop yields over the demonstration region by coupling Euro-Access 2 with a set of soil and climate data, which
