Social Sciences → Decision Sciences → Management Science and Operations Research
Probability and Risk Models
This cluster of papers focuses on modeling various aspects of risk in insurance and finance, including ruin probabilities, optimal dividend policies, heavy-tailed distributions, stochastic processes, rare event simulation, and dependence modeling. The research covers a wide range of topics related to insurance risk management and financial modeling.
32.6K works worldwide326.2K citations
InsuranceRiskDividendRuin ProbabilityHeavy-Tailed DistributionsStochastic ProcessesRare Event SimulationOptimal ControlDependence ModelingClaim Reserving
