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Dealing with uncertainty arising out of probabilistic risk assessment
Solomon, Kenneth A.; Kastenberg, William E.; Nelson, … - 1983
Persistent link: https://www.econbiz.de/10000012204
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Expert judgement for dependence in probabilistic modelling : a systematic literature review and future research directions
Werner, Christoph; Bedford, Tim; Cooke, Roger M.; … - In: European journal of operational research : EJOR 258 (2017) 3, pp. 801-819
Persistent link: https://www.econbiz.de/10011644481
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On marginal-risk behavior
Chambers, Robert G. - In: American journal of agricultural economics 98 (2016) 2, pp. 406-421
Persistent link: https://www.econbiz.de/10011595859
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Worst-case risk measures of stop-loss and limited loss random variables under distribution uncertainty with applications to robust reinsurance
Cai, Jun; Liu, Fangda; Yin, Mingren - In: European journal of operational research : EJOR 318 (2024) 1, pp. 310-326
Persistent link: https://www.econbiz.de/10015047732
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Stochastic theory of a risk business
Seal, Hilary L. - 1969
Persistent link: https://www.econbiz.de/10000032793
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Markov-modulated, multi-threshold dual risk model
Shija, G.; Jacob, M. J. - In: International journal of computational economics and … 5 (2015) 2, pp. 183-198
Persistent link: https://www.econbiz.de/10011342896
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In the insurance business risky investments are dangerous : the case of negative risk sums
Kabanov, Jurij M.; Pergamenshchikov, Serguei - In: Finance and stochastics 20 (2016) 2, pp. 355-379
Persistent link: https://www.econbiz.de/10011471125
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Risk analysis probability of default : a stochastic simulation model
Montesi, Giuseppe; Papiro, Giovanni - In: The journal of credit risk : published quarterly by … 10 (2014) 3, pp. 29-86
Persistent link: https://www.econbiz.de/10010426467
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Risk Analysis Probability of Default : A Stochastic Simulation Model
Montesi, Giuseppe - 2015
We present a stochastic simulation model for estimating forward-looking corporate probability of default and loss given default. We formulate the model in a discrete time frame, apply capital-budgeting techniques to define the relationships that identify the default condition, and solve the...
Persistent link: https://www.econbiz.de/10013023044
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Ranking the extreme claim amounts in dependent individual risk models
Torrado, Nuria; Navarro, Jorge - In: Scandinavian actuarial journal 2021 (2021) 3, pp. 218-247
Persistent link: https://www.econbiz.de/10012500261