𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Premium principles and translation invariance

✍ Scribed by Axel Reich

Publisher
Elsevier Science
Year
1984
Tongue
English
Weight
816 KB
Volume
3
Category
Article
ISSN
0167-6687

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Sampling expansions and generalized tran
Sampling expansions and generalized translation invariance
✍ R.F. Hoskins; J. Sousa Pinto πŸ“‚ Article πŸ“… 1984 πŸ› Elsevier Science 🌐 English βš– 506 KB

The generalized sampling theorem of Kramer is derived and interpreted in the context of the theory of linear systems satisfying a generalized form of translation invariance. The results are extended to theform of expansions developed by Papoulis and by Campbell. ## D[(tox)oy)] = Iim Z(t,x,y) A-t0

Comonotonicity, correlation order and pr
Comonotonicity, correlation order and premium principles
✍ Shaun Wang; Jan Dhaene πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 516 KB

In this paper, we investigate the notion of dependency between risks and its effect on the related stop-loss premiums. The concept of comonotonicity, being an extreme case of dependency, is discussed in detail. For the bivariate case, it is shown that, given the distributions of the individual risks

Translation and Dilation Invariance in O
Translation and Dilation Invariance in Orthogonal Wavelets
✍ Gilbert G. Walter πŸ“‚ Article πŸ“… 1994 πŸ› Elsevier Science 🌐 English βš– 331 KB

A multiresolution analysis for an orthogonal family of wavelets is usually not translation invariant. A concept of weak translation invariance is introduced and shown to hold for a class of Meyer wavelets and in fact characterizes this class. Other operators such as dilation, differentiation, and co