𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Note on the diffraction of light by a finite number of centres distributed at random

✍ Scribed by C. C. Grosjean

Publisher
Società Italiana di Fisica
Year
1952
Weight
478 KB
Volume
9
Category
Article
ISSN
0029-6341

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

092048 (E10) The use of control-theoreti
092048 (E10) The use of control-theoretic ideas for the distribution of bonus in non-life insurance : Martin-Löf A., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Research Centre at Aarhus University, also supported by the Danish Science Research Council and the Centre for Analytical Finance
📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 87 KB

Let a decision policy ~r correspond to a twodimensional stochastic process {tzlr(t), Lt'}, with 0 < tx~(t) \_< 1 where 1-tx,( 0 denotes the fraction of the incoming claims at time t that is reinsured and L," denotes the total payout of dividend up to time t. When applying policy ~-the reserve of the

092012 (M10) A straightforward analytica
092012 (M10) A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate : Goovaerts M.J., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Research Centre at Aarhus University, also supported by the Danish Science Research Council and the Centre for Analytical Finance
📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 95 KB

## Analytical Finance The statistical estimation problem of (high) quantiles plays a fundamental role in both insurance and finance. For instance the pricing of Catastrophe Excess of Loss (CAT-XL) covers gives an example of the former, whereas the estimation of Value-at-Risk (VaR) in risk manageme