Directory UMM :Data Elmu:jurnal:I:Insurance Mathematics And Economics:Vol26.Issue2-3.2000:
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In this paper, we obtain an integral expression for the probability density function g x of q under the assumption that the population process Z is a time homogeneous linear birth
If we take the prior probability that a black disk (33%) or a white disk (67%) is drawn to calculate expected earnings, given the behavior of the subjects, then the difference
We will demonstrate that the maximum ODE-stable set is characterized by the combination of the following three conditions: (1) the autoregressive coefficient matrix in the
This article uses long-term cross-country data to examine the Fisher hypothesis that nominal interest rates respond point-for-point to changes in the expected inflation rate..
Accord- ingly, in this plausible case, where the expected return on high-risk loans declines more rapidly with aggregate loan volume than does the equilibrium return on low- risk
Using the results of Kaas and Goovaerts (1985), this method is adapted in Section 3 to the case where only partial information on the marginals is available.. Then, in Section 4,
The main difference of both theories to expected utility is the existence of a probability weighting function which transforms single probabilities (prospect theory) or
Decreasing apparent returns to in- creasing external inputs may occur where a certain output level is obtained without any initial external inputs, even where the marginal efficiency
