About: Ruin theory

An Entity of Type: StochasticProcess113561896, from Named Graph: http://dbpedia.org, within Data Space: dbpedia.org

In actuarial science and applied probability, ruin theory (sometimes risk theory or collective risk theory) uses mathematical models to describe an insurer's vulnerability to insolvency/ruin. In such models key quantities of interest are the probability of ruin, distribution of surplus immediately prior to ruin and deficit at time of ruin.

thumbnail
Property Value
dbo:abstract
  • In actuarial science and applied probability, ruin theory (sometimes risk theory or collective risk theory) uses mathematical models to describe an insurer's vulnerability to insolvency/ruin. In such models key quantities of interest are the probability of ruin, distribution of surplus immediately prior to ruin and deficit at time of ruin. (en)
dbo:thumbnail
dbo:wikiPageID
  • 14993253 (xsd:integer)
dbo:wikiPageLength
  • 11329 (xsd:nonNegativeInteger)
dbo:wikiPageRevisionID
  • 1094517501 (xsd:integer)
dbo:wikiPageWikiLink
dbp:wikiPageUsesTemplate
dcterms:subject
rdf:type
rdfs:comment
  • In actuarial science and applied probability, ruin theory (sometimes risk theory or collective risk theory) uses mathematical models to describe an insurer's vulnerability to insolvency/ruin. In such models key quantities of interest are the probability of ruin, distribution of surplus immediately prior to ruin and deficit at time of ruin. (en)
rdfs:label
  • Ruin theory (en)
owl:sameAs
prov:wasDerivedFrom
foaf:depiction
foaf:isPrimaryTopicOf
is dbo:knownFor of
is dbo:wikiPageRedirects of
is dbo:wikiPageWikiLink of
is dbp:knownFor of
is foaf:primaryTopic of
Powered by OpenLink Virtuoso    This material is Open Knowledge     W3C Semantic Web Technology     This material is Open Knowledge    Valid XHTML + RDFa
This content was extracted from Wikipedia and is licensed under the Creative Commons Attribution-ShareAlike 3.0 Unported License