risk 
Alcohol abuse is thought to be a risk factor for the cause of liver damage, hyperlipidemia and insulin resistance.


HIV is the most significant risk factor for many opportunistic infections like tuberculosis, hepatitis, bacterial infections etc.


The model takes into account interest rates, projected changes in currency values, relative risk and corporate policies and safeguards.


The survival probability in finite time period in fully discrete risk model


Finally, other probability laws relating to risk are determined based on the probabilities mentioned above.


A generalization of risk model pertured by diffusion


In this paper, the classical risk process perturbed by diffusion is generalized by allowing for "size fluctuation" and the ruin probability for this new model is discussed.


Generally, The riskneutral default intensity λQ is not equal to the empirical or actual default intensity λ.


Ruin problem for a class of risk processes perturbed by diffusion


In this paper, a class of risk processes perturbed by diffusion are considered.


The size of the Lundberg exponents for different kinds of risk model is compared.


Expected discounted penalty function at ruin for risk process perturbed by diffusion under interest force


Expected discounted penalty function of erlang(2) risk model with constant interest


The purpose of this paper is to consider the expected value of discounted penalty due at ruin in the Erlang(2) risk process under constant interest force.


Study on the interrelation of efficient portfolios and their frontier under t distribution and various risk measures


Under the meanrisk analysis framework, the interrelationship of efficient portfolios (frontier) based on risk measures such as variance, value at risk (VaR), and expected shortfall (ES) is analyzed and compared.


The paper concerns the problem how to purchase the reinsurance in order to make the insurer and the reinsurance company's total risk to be least under the expected value principle.


When the insurer and reinsurance company take arbitrary risk measures, sufficient conditions for optimality of reinsurance contract are given within the restricted class of admissible contracts.


Further, the explicit forms of optimal reinsurance contract under several special risk measures are given, and the method to decide parameters as well.


In this paper a class of risk processes in which claims occur as a renewal process is studied.

