We analyze the optimal coverage level for an unreliable insurance contract if a utility-
maximizing policyholder can transfer the intrinsic nonperformance risk to several co …

Risk capital allocation is based on the assumption that the risk of a homogeneous portfolio is
scaled up and down with the portfolio size. In this article we show that this assumption is true …

This study considers the class of double mixtures to model a general dependence structure
beyond the typical conditional independence assumption among the entities in a …

We consider the distribution of the sum of Bernoulli mixtures under a general dependence
structure. The level of dependence is measured in terms of a limiting conditional correlation …

This paper fills the gap in the literature by introducing an efficient, incentive compatible audit
policy that can minimise the social loss created by the audit cost while maximising social …

Insurance Demand, Default Risk and Diversification Page 1 APRIA Meeting 2017 Poznań, July
31, 2017 Insurance Demand, Default Risk and Diversification Lukas Reichel, Hato Schmeiser …

An Introduction to Data Mining Page 1 BETA DISTRIBUTED CREDIT SCORE - ESTIMATION
OF ITS J-DIVERGENCE Martin Řezáč Dept. of Mathematics and Statistics, Faculty of Science …

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