Multiple Risk Factor Models 1: Distributional Properties and Applications in Actuarial Mathematics

2015 ◽  
Author(s):  
Jianxi Su ◽  
Edward Furman
Author(s):  
Susanne Wallner ◽  
Stemmler Mark ◽  
Jost Reinecke

Psychological- and sociological-criminological research refers to, for example, cumulative risk factor models (e.g., Lösel & Bender, 2003) and Situational Action Theory (SAT; e.g., Wikström, 2006). The German longitudinal study “Chances and Risks in the Life Course“ (research project A2, Collaborative Research Center 882; e.g., Reinecke, Stemmler, & Wittenberg, 2016) focuses upon the development of antisocial behavior from a psychological and sociological point of view. Two-wave panel data of two cohorts (children and adolescents) were utilized to test the power of developmental path models investigating the development of antisocial behavior. Individual risk seems to have both direct and indirect influences on antisocial behavior, supporting the ideas of risk factor models; antisocial behavior might be the outcome of the interaction between propensity and criminogenic exposure, so there is evidence for SAT. Additionally, empathy seems to be related to both propensity and low parental supervision. Implications for the study of antisocial behavior in childhood and adolescence are discussed in line with developmental criminology.


2018 ◽  
Vol 6 (1) ◽  
pp. 259-287 ◽  
Author(s):  
Jonathan Ansari ◽  
Ludger Rüschendorf

AbstractConditionally comonotonic risk vectors have been proved in [4] to yield worst case dependence structures maximizing the risk of the portfolio sum in partially specified risk factor models. In this paper we investigate the question how risk bounds depend on the specification of the pairwise copulas of the risk components Xiwith the systemic risk factor. As basic toolwe introduce a new ordering based on sign changes of the derivatives of copulas. This together with discretization by n-grids and the theory of supermodular transfers allows us to derive concrete ordering criteria for the maximal risks.


1987 ◽  
Vol 8 (4) ◽  
pp. 41-53 ◽  
Author(s):  
James D. Neaton ◽  
Richard H. Grimm ◽  
Jeffrey A. Cutler

1986 ◽  
Vol 7 (3) ◽  
pp. 46-65 ◽  
Author(s):  
Pentti M. Rautaharju ◽  
Steven K. Broste ◽  
Ronald J. Prineas ◽  
William J. Eifler ◽  
Richard S. Crow ◽  
...  

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