1151 Richmond Street
London, Ontario N6A 5B8
Canada
University of Western Ontario
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risk measure, Expected Shortfall, risk concentration, diversification, risk aggregation
risk measure, variability measure, Gini shortfall, Gini capital allocation, Choquet integral.
Prospect theory, mean-variance model, indifference curve, production output, price uncertainty, hedging, contango, backwardation
multivariate distribution; copula; tail dependence; maximal dependence; fatal shock; multivariate Pareto; enterprise risk management.
weighted transform, weighted distribution, weighted premium calculation principle, loaded premium, distorted premium, Esscher's premium, Kamps's premium, conditional tail expectation, tail variance premium, stochastic ordering
Weighted distributions, weighted premiums, weighted allocations, Stein's lemma, general covariance decomposition, regression function
Portfolio construction, Background risk, Systemic risk, Laplace transform, Risk management, Capital allocation
Diversification, stochastic dominance, risk seeking, risk averse, S-shaped utility function, reverse S-shaped utility function
Capital Asset Pricing Model, CAPM, Beta, Stein's Lemma, Covariance Decomposition, Linear Regression
Prospect theory, mean-variance model, indifference curve, price uncertainty, hedging
Gaussian copula, tail dependence, maximal dependence path
monotonicity, monotone rearrangement, convex rearrangement, comonotonicity, monotone likelihood ratio test, likelihood ratio ordering, hazard rate ordering, weighted insurance premiums
distortion risk measure, weighted premium, weighted allocation, tail value at risk, conditional tail expectation, multivariate Pareto distribution
Journal on Mathematics Education
factorial, squeeze theorem, bounds, gamma function, justification
Weighted distributions, weighted premiums, pri ing functionals, actuarial premium calculation principles, economic premium calculation principles, capital asset pricing model, CAPM, weighted insurance pricing model, WIPM
Risk measure, Heavy-tailed distribution, Distortion risk measure, Weighted risk measure, Proportional hazards transform, Conditional tail expectation, Premium calculation principle, Index of economic inequality, Statistical inference
capital allocations, conditional mean risk sharing, quantile regression, order statistics, concomitants
Gruss-type Bounds, Covariance, Transformed Random Variables, decision making, uncertainty
Pearson correlation, weighted Gini correlation, capital asset pricing model, weighted insurance pricing model, bivariate distributions.
extreme co-movement, maximal tail dependence, financial instrument, statistical hypothesis
optimal reinsurance
behavioural economics, probability weighting function, subadditivity, likelihood insensitivity, probabilistic insensitivity
copula, maximal tail dependence, statistical estimation, Kendall's distribution
Deductible; Deflation; Inflation rate; Insurance claims; Polynomial Pareto distribution
Grüss’s Inequality, Covariance Bound, Hoeffding Representation, Cuadras Representation, Quadrant Dependence, Quadrant Dependence in Expectation, Copula, Convex Combination, Archimedean Copula, Fréchet Copula, Farlie-Gumbel-Morgenstern Copula, Central Moments, Edmundson-Madansky Bound
Control systems, anomaly detection, systematic errors, time series.
clustering, natural language processing, operational risk, text analysis
Weighted risk measures, weighted risk capital allocations, systematic risk
Optimal insurance, Expected Shortfall, Pareto optimality, deductible, concentration
Insurance premium, Weighted premium, Weighted distribution, Log-supermodularity, Supermodularity, Submodularity, Monotonicity, Esscher premium, Conditional tail expectation, Kamps premium, Wang premium, Distortion premium, Chebyshev's inequality, Decision under uncertainty
quantile, Value-at-Risk, integrated Value-at-Risk, Expected Shortfall
Zenga index, lower conditional expectation, upper conditional expectation, confidence interval, Bonferroni curve, Lorenz curve, Vervaat process
Real estate, Optimal strategy, Decision theory, Uncertainty, Two-envelope problem
measures of inequality, heavy-tailed distributions, income transfers
consumer complaints, anomaly detection, classification, sentiment scores, Cobb-Douglas function, natural language processing
capital allocations, marginal expected shortfall, compound sums, order statistics, concomitants
decision theory, two-period economy, price discrimination, strategy, game theory, conditional probability, statistical modelling
economic inequality, reference measure, personal gamble, inequality index, risk measure, relativity.
tail conditional allocation, marginal expected shortfall, inference, order statistic, concomitant
integrated quantiles, expected shortfall, tail value at risk, Lorenz curve, Gini curve, trimmed mean, L-statistic, distortion risk measure, time series, S-mixing, M-mixing
association, co-monotonicity, Liebscher coefficient, LOC index, education, performance evaluation.
Treatment effect, Potential outcome, Earnings, Hypothesis test, Stochastic dominance, Initial dominance, Crossing point, Causal effect
Bootstrap, Claim Counts, Smoothed Quantiles, Value-at-Risk, Truncated Distributions
bivariate distribution, compound sum, required capital, joint tail probability, value at risk, estimates
educational assessment, statistical analysis, association, curriculum development
tail conditional allocation, order statistics, concomitants, resampling, coverage probability
monotonicity, function, index of increase, order statistic
Consumer complaints, anomaly detection, classification, sentiment scores, Cobb-Douglas function, Natural Language Processing
Functional Correlation, Classifier, Rater, Confusion Matrix, Weighted Kappa
Aggregate Claims, Point Process, Order Statistic, Order Statistic Point Process, OS-Point Process, Claim Frequency, Claim Severity
Absolute concentration curve, Lorenz curve, marginal conditional stochastic dominance, consistency, convergence in distribution, bootstrap
