✦ LIBER ✦

A note on risk premiums with random initial wealth

✍ Scribed by Neil A. Doherty; Harris Schlesinger

Book ID: 107918848
Publisher: Elsevier Science
Year: 1986
Tongue: English
Weight: 300 KB
Volume: 5
Category: Article
ISSN: 0167-6687
DOI: 10.1016/0167-6687(86)90030-2

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Behavior of risk processes with random p

Behavior of risk processes with random premiums after ruin and a multivariate ruin function

✍ D. V. Husak 📂 Article 📅 2007 🏛 Springer 🌐 English ⚖ 124 KB

A note on the relation between the equit

A note on the relation between the equity risk premium and the term structure

✍ Angelos Kanas 📂 Article 📅 2008 🏛 Springer US 🌐 English ⚖ 112 KB

A Note on Random Sums with Nonrandom Cen

A Note on Random Sums with Nonrandom Centering

✍ P. S. Griffin 📂 Article 📅 1997 🏛 Springer US 🌐 English ⚖ 425 KB

On a Risk Model with Surplus-dependent P

On a Risk Model with Surplus-dependent Premium and Tax Rates

✍ Eric C. K. Cheung; David Landriault 📂 Article 📅 2010 🏛 Springer US 🌐 English ⚖ 375 KB

A note on pricing with risk aversion

✍ Luca Colombo; Paola Labrecciosa 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 180 KB

A note on packing random intervals with

A note on packing random intervals with varying density

✍ WanSoo T. Rhee 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 390 KB

It is known that given N random subintervals of [0, 1], one can find a disjoint subcollection that covers all of [0, 1] except a set of length about (log N)2/N. We investigate what happens when the distribution of the intervals is biased to favor shorter intervals or intervals close to the endpoints