Dissertation > Excellent graduate degree dissertation topics show

Theory of Expected Utility and Ordering of Risks

Author: GuoChunYan
Tutor: ChengShiXue
School: Hebei Normal
Course: Applied Mathematics
Keywords: Expected utility Stop Loss Order Repulsion risk
CLC: O223
Type: Master's thesis
Year: 2004
Downloads: 364
Quote: 1
Read: Download Dissertation

Abstract


The concept of effective ways of expected utility theory is the uncertainty of the risk of making a choice in this history of the development of the theory of the last three centuries after briefly , the first of risk aversion , certainty equivalent and risk premiums based on expected utility theory economics to explain , and so analysis of the feasibility of a policy condition which describes the expected utility theory an extraordinary application instance in the insurance business . Subsequently, the focus in the context of Actuarial Science , depth and comprehensive introduction to the sort of assumption of risk based on expected utility theory . The main theory and order stop loss order defined with the corresponding characteristics portrayed ; Jane contracting these random order distribution function cross -type conditions . Finally, this paper introduces the concept of a Fréchet space with Fréchet sector , and a more in-depth discussion of a class of extreme dependency risk , that repulsion risk . In particular, the first order Stop Loss Order as a transitional Fréchet space repulsion risk portfolio stop loss reinsurance premiums to a minimum . This paper is a review of the paper , under the framework of the expected utility hypothesis , summed up the recent actuarial science , many of the cutting - edge research on risk research . Theoretical research in this direction in the country is still relatively weak , this paper aims to pave the way for some of the theoretical research in this direction . In addition, the amendment and supplement of some of the inadequacies of the current research literature , also for the first time explicitly put forward the concept of infinite order stop loss order , and gives two simple characterizations of this random sequence .

Related Dissertations

  1. Risk ordering uncertain environment and its application,O211.67
  2. Considering the risk appetite of the net present value of the inventory model study,F253.4;F224
  3. Stochastic Comparisons of Dependent Risks,O211.67
  4. The Optimal Reinsurance in Stochastic Order,F840.6
  5. Order of Risk and Collective Model,F224
  6. Annuities under Random Interest Rate,F224
  7. Ruin Risk Model in Random Fuzzy Environments,F840
  8. Bayesian Decision Theory and Its Application in Economics,B81-06
  9. The Research on CPA’s Fraud Audits on the Basis of Enterprise’s Internal Control,F239.4
  10. Socio-economic factors affect crime analysis,D917.1
  11. A Study on the Risk Preference and Asset Choice of China’s Individual Investors,F224
  12. Research on the Tax Compliance Behavior from Rationality to Reality,F224
  13. Application of Information Entropy in Coordination Complexity Supply Chain,O223
  14. Risk Decision Behavior Research and Experimental Economics International Comparison,F740
  15. Individual Decisions under Conditions of Uncertainty--The Challenge from Behavioral Economics,F069.9
  16. Study on the Probability Analysis in Economic Evaluation for Industrial Investment Project,F403.7
  17. Studies of multi-objective risk -based investment decisions,F830.59
  18. Equilibrium, Asymmetric Information and Incentive Mechanism,F840
  19. Utility Functions for Preference under Updated Sets of Unambiguity Events,O159
  20. Personal income reporting and income tax evasion,F224

CLC: > Mathematical sciences and chemical > Mathematics > Operations Research > An integrated approach
© 2012 www.DissertationTopic.Net  Mobile