Index Catalog // ScholarsArchive@OSU

Renewal risk processes with stochastic returns on investments : a unified approach and analysis of the ruin probabilities

Creator:: Constantinescu, Corina D.
Abstract:: This thesis considers one of the classical problems in the actuarial mathematics literature, the decay of the probability of ruin in the collective risk model. The claim number process N(t) is assumed to be a renewal process, the resulting model being referred as the Sparre Andersen risk model. The inter-claim...
Resource Type:: Dissertation
Full Text:: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10 2. INSURANCE RISK MODELS- THE CASE OF NO INVESTMENTS . 12 2.1. The risk model -no investments

Ruin theory under uncertain investments

Creator:: Constantinescu, Corina D.
Abstract:: An insurance company, having an initial capital u, receives premiums continuously and pays claims of random sizes at random times. A classical result states that if the rate of premium, c, exceeds the average of the claims paid per unit time, ⋋μ, then the ruin probability decays exponentially fast as...
Resource Type:: Masters Thesis
Full Text:: the domain VA of A. 2.2. Cramer-Lundberg model Consider an insurance company ABC, that disposes of

Risk modeling using direct solution of expected utility maximization problems

Creator:: Lambert, David K.
Abstract:: A model of agricultural decision making is developed and tested in this thesis. The expected value of utility evaluated under alternative outcomes is directly maximized in a nonlinear programming model. Two features of the model distinguished it from traditional risk programming models. First, alternative attitudes towards the assumption of risk...
Resource Type:: Dissertation
Full Text:: programming model. Two features of the model distinguished it from traditional risk programming models

From Functional Modeling to Optimization : Risk and Safety in the Design Process for Large-Scale Systems

Creator:: McIntire, Matthew G.
Abstract:: In order to more effectively design large, complex systems, risk must be accounted for throughout the design process. A systematic way to account for risk is by using system model simulation. During the conceptual design phase, functional models can be drawn to help the engineer design their system's functional architecture....
Resource Type:: Dissertation
Full Text:: : From Functional Modeling to Optimization: Risk and Safety in the Design Process for Large-Scale Systems

Risk analysis of alternative tillage systems in North Central Oregon dryland wheat production

Creator:: Akbari, Ahmad, 1952-
Resource Type:: Dissertation
Full Text:: Risk 42 Legal Risk 42 Linear Programming Model 42 Assumptions of Linear Programming 44 Kuhn-Tucker

Assessing cross-media impacts : a comparative risk approach

Creator:: Borys, David S.
Abstract:: In 1993 The Oregon Department of Environmental Quality developed a Cross-media Comparative Risk Assessment model to address certain regulatory concerns. Due to budget constraints the model was never beta tested. Now in 1995, the X-media project has been reopened, and the model revised, and tested. Specific revisions include: 1) Upgrade...
Resource Type:: Masters Thesis

Ruin Problems with Risky Investments

Creator:: Loke, Sooie-Hoe
Abstract:: In this dissertation, we study two risk models. First, we consider the dual risk process which models the surplus of a company that incurs expenses at a constant rate and earns random positive gains at random times. When the surplus is invested in a risky asset following a geometric Brownian...
Resource Type:: Dissertation
Full Text:: probability under this risk model. 2. In life annuity insurance or pension insurance, the surplus process of

Feed-and-bleed transient analysis of OSU APEX facility using the modern Code Scaling, Applicability, and Uncertainty method

Creator:: Hallee, Brian Todd
Abstract:: The nuclear industry has long relied upon bounding parametric analyses in predicting the safety margins of reactor designs undergoing design-basis accidents. These methods have been known to return highly-conservative results, limiting the operating conditions of the reactor. The Best-Estimate Plus Uncertainty (BEPU) method using a modernized version of the Code-Scaling,...
Resource Type:: Masters Thesis
Full Text:: . . . . . . . . . . . . . . . . . . . . . . . . . . 58 6 Overview of Virtual APEX Nodalization and Job Stream 60 6.1 APEX Rev. 2b RELAP5 Mod 3.3 Model

Assessing equity in health system finance and health care utilization : the case of Chile, and a model to measure health care access

Creator:: Núñez Mondaca, Alicia Lorena
Abstract:: Chile has experienced great success in terms of economic growth in the last decades. This growing economy brings changes in the Chilean health care system. Its health care system was primarily funded by state sources until 1981, when a major reform was introduced that established new rules for the health...
Resource Type:: Dissertation
Full Text:: and Health Care Utilization: The case of Chile, and a Model to Measure Health Care Access

A comparison of deterministic and probabilistic radiation dose assessments at three fictitious ¹³⁷Cs contaminated sites in California, Colorado, and Florida

Creator:: Brock, Terry A.
Abstract:: Two methods of radiation dose assessment were evaluated for the Cs-137 in soil ⇒ leafy vegetable ⇒ human consumption exposure pathway at three fictitious contaminated sites in California, Colorado, and Florida. An annual dose equation was developed and per USEPA risk assessment guidelines, traditional, single point annual dose estimates were...
Resource Type:: Masters Thesis
Full Text:: developed and per USEPA risk assessment guidelines, traditional, single point annual dose estimates were

Planning Under Uncertainty for Unmanned Aerial Vehicles

Creator:: Skeele, Ryan
Abstract:: Unmanned aerial vehicle (UAV) technology has grown out of traditional research and military applications and has captivated the commercial and consumer markets, showing the ability to perform a spectrum of autonomous functions. This technology has the capability of saving lives in search and rescue, fighting wildfires in environmental monitoring, and...
Resource Type:: Masters Thesis
Full Text:: , exploration with unreliable communication, and risk-aware path planning. We use a realistic fire simulation

ScholarsArchive@OSU

Renewal risk processes with stochastic returns on investments : a unified approach and analysis of the ruin probabilities

Ruin theory under uncertain investments

Risk modeling using direct solution of expected utility maximization problems

From Functional Modeling to Optimization : Risk and Safety in the Design Process for Large-Scale Systems

Risk analysis of alternative tillage systems in North Central Oregon dryland wheat production

Assessing cross-media impacts : a comparative risk approach

Ruin Problems with Risky Investments

Feed-and-bleed transient analysis of OSU APEX facility using the modern Code Scaling, Applicability, and Uncertainty method

Assessing equity in health system finance and health care utilization : the case of Chile, and a model to measure health care access

A comparison of deterministic and probabilistic radiation dose assessments at three fictitious ¹³⁷Cs contaminated sites in California, Colorado, and Florida

Planning Under Uncertainty for Unmanned Aerial Vehicles

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