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2 résultats pour « actuarialscience »

An axiomatic theory for anonymized risk sharing

17 août 2022 Autre, risksharing, actuarialscience, anonymization

"Four axioms natural in such a framework -- actuarial fairness, risk fairness, risk anonymity, and operational anonymity -- are put forward and discussed."

The Gerber‑Shiu discounted penalty function: From practical perspectives

22 mars 2022 Autre, riskmanagement, insurance, actuarialscience, poissonriskmodel, ruintheory

"The Gerber-Shiu function provides a unified framework for the evaluation of a variety of risk quantities. Ever since its establishment, it has attracted constantly increasing interests in actuarial science, whereas the conventional research has been focused on finding analytical or semi-analytical solutions, either of which is rarely available, except for limited classes of penalty functions on rather simple risk models."

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