An open problem in ruin theory and its diffusion approximation regime
29 novembre 2018 @ 10:45 – 11:45 – The De Vylder and Goovaerts conjecture is an open problem in risk theory, stating that the finite time ruin probability in a standard risk model is greater or equal to the corresponding ruin probability evaluated in the associated model with equalized claim amounts. Equalized means here that the jump sizes of the associated model are […]