The standard methods for the calculation of total claim size distributions and ruin probabilities, Panjer recursion and algorithms based on transforms, both apply to lattice-type distributions only and therefore require...

Numerical evaluation of compound distributions is one of the centralnumerical tasks in insurance mathematics. Two widely used techniques are Panjer recursion and transform methods...

Vorliegende Studie entwickelt ein Verteilungskonzept der Flugbewegungen für die Flughäfen Tegel und Tempelhof.

This paper uses Monte Carlo simulations to assess the impact of noisy inputparameters on the accuracy of estimated portfolio credit risk. Assumptionsabout input quality are derived from the distribution of historical samplestatistics commonly used in default risk modelling. The resulting...

A unique indivisible commodity with an unknown common value is owned bygroup of individuals and should be allocated to one of them while compensating theothers monetarily. We study the so-called fair division game (Güth, Ivanova-Stenzel,Königstein, and Strobel (2002, 2005)) theoretically and...

This paper studies the distribution of the classical t-ratio with data generatedfrom distributions with no nite moments and shows how classical testing is affectedby bimodality. A key condition in generating bimodality is independenceof the observations in the underlying data generating process...

Although one may hope to achieve equality of stated profits withoutenforcing it, one may not trust in such voluntary equality seeking andrather try to impose rules (of bidding) guaranteeing it.[...]

Seit Eintritt der FDP in die Bundesregierung im Herbst 2009 wird über die Einführungeines Stufentarifs anstelle des direkt-progressiven Einkommensteuer-Formeltarifs,der zumindest in seiner Grundstruktur seit 1958 im Wesentlichen unverändertgeblieben ist, diskutiert. Im Koalitionsvertrag der...

The processing of data is often restricted by contractualand legal requirements for protecting privacy and IPRs. Policies pro-vide means to control how and by whom data is processed. Conditionsof policies may depend on the previous processing of the data. However,existing policy languages do not...