Titlebook: Lectures on Risk Theory; Klaus D. Schmidt Textbook 1996 Springer Fachmedien Wiesbaden 1996 Claim Arrival Process.Claim Number Process.Erla

明确

The Mixed Claim Number Process,cuss a general method to reduce the problem. The basic idea is to interpret an inhomogeneous portfolio of risks as a mixture of homogeneous portfolios. The claim number process describing the inhomogeneous portfolio is then defined to be a mixture of the claim number processes describing the homogen

Aromatic

The Aggregate Claims Process,sh some general results on compound distributions (Section 5.2). It turns out that aggregate claims distributions can be determined explicitly only in a few exceptional cases. However, the most important claim number distributions can be characterized by a simple recursion formula (Section 5.3) and

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The Reserve Process and the Ruin Problem,ical aspects of the ruin problem (Section 7.1). We next prove Kolmogorov’s inequality for positive supermartingales (Section 7.2) and then apply this inequality to obtain Lundberg’s inequality for the probability of ruin in the case where the excess premium process has a superadjustment coefficient

Incumbent

CRUE

drusen

Klaus D. Schmidttion of Rough Set. In this paper Rough Set Systems are investigated, first, within the framework of Nelson algebras and the structure of the resulting subclass is inherently described using the properties of Approximation Spaces. In particular, the logic-algebraic structure given to a Rough Set Syst

SPECT

Klaus D. Schmidteading for anyone who has a serious interest in information In 1982, Professor Pawlak published his seminal paper on what he called "rough sets" - a work which opened a new direction in the development of theories of incomplete information. Today, a decade and a half later, the theory of rough sets

DEI

胶水

generic

Klaus D. Schmidttion of Rough Set. In this paper Rough Set Systems are investigated, first, within the framework of Nelson algebras and the structure of the resulting subclass is inherently described using the properties of Approximation Spaces. In particular, the logic-algebraic structure given to a Rough Set Syst