conduct
发表于 2025-3-23 11:30:35
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Comprise
发表于 2025-3-23 14:22:54
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Pastry
发表于 2025-3-23 18:23:51
Risk Models, characteristics under proportional as well as excess of loss reinsurance. Via Panjer’s algorithm, we learn a method to calculate the distribution in a stable way. We will see how to approximate the distribution of a compound sum, and how to calculate the premia. We introduce risk measures known fro
characteristic
发表于 2025-3-24 00:16:25
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正式通知
发表于 2025-3-24 04:57:22
Credibility Theory,d value of the annual claim. But its distribution is unknown. A way to circumvent the lack of knowledge are Bayesian methods. As joint distributions are hard to obtain, one uses a linear prediction of the aggregate claims. These credibility methods are known under the name “Bühlmann model” or “Bühlm
手势
发表于 2025-3-24 06:54:46
,The Cramér–Lundberg Model,odel is far from reality, it offers an excellent possibility to study the effect of a decision to the risk involved. We are particularly interested in ruin probabilities. We show how many characteristics of the model can be calculated, including the capital prior and immediately after ruin. We use b
epicondylitis
发表于 2025-3-24 12:22:54
The Renewal Risk Model,ive random variables. We show that most of the results for the classical risk model can be generalised to the renewal model. The ruin probabilities are approximated in the small and in the large claims case. In the small claims case, we also find bounds for the ruin probabilities in finite time.
debunk
发表于 2025-3-24 16:26:25
The Ammeter Risk Model,in a single period. This distribution can be constructed by mixing the Poisson parameter with a Gamma distribution. We therefore choose annually a new mixing parameter for the Cramér-Lundberg model. The asymptotic results obtained for the classical risk model can then be generalised to this more gen
curriculum
发表于 2025-3-24 21:54:01
Change of Measure Techniques,exponential martingale the surplus process transfers under the new measure to the same type of process. Several technical difficulties one observes under the original measure disappear. We illustrate the methods for the Cramér-Lundberg risk model, the Sparre-Andersen risk model and the Ammeter risk
SCORE
发表于 2025-3-24 23:34:21
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