Probability and Risk Models

Probability and Risk Models is a research topic within Management Science and Operations Research. Science Explorer counts 14k research works in it since 1950. 10.1% of them reached the world's top 10% most cited for their field and year.

This cluster of papers focuses on modeling various aspects of risk in insurance and finance, including ruin probabilities, optimal dividend policies, heavy-tailed distributions, stochastic processes, rare event simulation, and dependence modeling. The research covers a wide range of topics related to insurance risk management and financial modeling.

• Insurance
• Risk
• Dividend
• Ruin Probability
• Heavy-Tailed Distributions
• Stochastic Processes
• Rare Event Simulation
• Optimal Control
• Dependence Modeling
• Claim Reserving