Blar i Discussion papers (FOR) på emneord "VDP::Matematikk og Naturvitenskap: 400::Matematikk: 410::Forsikringsmatematikk og risikoanalyse: 417"

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    • Pareto optimal insurance policies in the presence of administrative costs 

      Aase, Knut K. (Discussion paper, Working paper, 2010-08)
      In his classical article in The American Economic Review, Arthur Raviv (1979) examines Pareto optimal insurance contracts when there are ex-post insurance costs c induced by the indemnity I for loss x. Raviv’s main ...

    • A regression surprise resolved 

      Lillestøl, Jostein; Andersson, Jonas (Discussion paper, Working paper, 2008-09)
      In this note we explore the following surprising fact: In regression with trend and seasonality, the prediction risk is constant for all seasons of a new cycle, despite the fact that it increases with time when the seasons ...