Zobrazeno 1 - 10
of 66
pro vyhledávání: '"Risk of ruin"'
Publikováno v:
Mathematics, Vol 11, Iss 7, p 1736 (2023)
Gambling, as an uncertain business involving risks confronting casinos, is commonly analysed using the risk of ruin (ROR) formula. However, due to its brevity, the ROR does not provide any implication of nuances in terms of the distribution of wins/l
Externí odkaz:
https://doaj.org/article/6d1aa3d3b3a4401eabde3d0844b875de
Akademický článek
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Autor:
Reinatas, Paulius
This master's thesis reviews application of ultimate time survival probability 𝜑(u) generating function for a homogeneous discrete time risk model. The model itself is presented with main definitions and survival probabilities. Theorems required f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______4036::f39d11fd529cf3c6dc19f8da87894e22
https://repository.vu.lt/VU:ELABAETD157853820&prefLang=en_US
https://repository.vu.lt/VU:ELABAETD157853820&prefLang=en_US
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
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Autor:
Claude Lefèvre, Matthieu Simon
Publikováno v:
Advances in Applied Probability. 53:484-509
The paper discusses the risk of ruin in insurance coverage of an epidemic in a closed population. The model studied is an extended susceptible–infective–removed (SIR) epidemic model built by Lefèvre and Simon (Methodology Comput. Appl. Prob.22,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ca419ae969db5bf69458f0d7e15c1c66
https://doi.org/10.1017/apr.2020.66
https://doi.org/10.1017/apr.2020.66
Autor:
Shahjahan Khan, Aldo Taranto
Publikováno v:
Investment Management & Financial Innovations, Vol 17, Iss 3, Pp 54-66 (2020)
Bi-Directional Grid Constrained (BGC) trading strategies have never been studied academically until now, are relatively new in the world of financial markets and have the ability to out-perform many other trading algorithms in the short term but will
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f5a757fa38a46a0f28a224368133df76
https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/13892/IMFI_2020_03_Taranto.pdf
https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/13892/IMFI_2020_03_Taranto.pdf
Autor:
Aldo Taranto, Shahjahan Khan
Publikováno v:
Risk Governance and Control: Financial Markets and Institutions. 10:20-33
Whilst the gambler’s ruin problem (GRP) is based on martingales and the established probability theory proves that the GRP is a doomed strategy, this research details how the semimartingale framework is required for the grid trading problem (GTP) o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::786e2cd714ff65140f437e3bfbe40f74
https://doi.org/10.22495/rgcv10i3p2
https://doi.org/10.22495/rgcv10i3p2
Publikováno v:
Volume: 6, Issue: 1 1065-1075
Journal of Turkish Operations Management
Journal of Turkish Operations Management
In this study, a non-linear version of a Cramér-Lundberg risk model is examined. The objective of this work is to evaluate the ruin probability of a non-linear risk model. The classical linear Cramér-Lundberg model has been widely studied in the li
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=tubitakulakb::1979cd99754e2d556be9732992240e0d
https://dergipark.org.tr/tr/pub/jtom/issue/70951/1074723
https://dergipark.org.tr/tr/pub/jtom/issue/70951/1074723
Publikováno v:
Journal of Agricultural and Resource Economics, Vol 30, Iss 2, Pp 205-230 (2005)
To remain viable, agriculture in each location must offer returns that are competitive with those from alternative investments and sufficient to cover producers' financial obligations. Economic theory says that rates of return converge over time as r
Externí odkaz:
https://doaj.org/article/f519f7441ae542179e6eb127c8030035
Publikováno v:
Proceedings of the 2021 International Conference on Bioinformatics and Intelligent Computing.
To investigate the risk of ruin in uncertainty environment is important for avoiding the potential problem and taking some precaution. However, the effect of uncertain environment on the risk of ruin is largely vague. This paper uses uncertain theory
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7fe35122253f5e0e988a109a40954302
https://doi.org/10.1145/3448748.3448798
https://doi.org/10.1145/3448748.3448798