This is a preview. Log in through your library . Abstract In some applications of diffusion theory it is of interest to study the expected time of the first exit from an interval given that a ...

Recent characterizations of probability measures by use of conditional expectations have included many probability measures defined on subsets of the real line. This paper contains results which allow ...

Paolacci, Gabriele; André, Quentin. Probabilistic Outcomes Are Valued Less in Expectation, Even Conditional on Their Realization. Management Science. Nov2024, Vol. 70 Issue 11, p7524-7536. Most ...

Risk management and capital allocation remain central to actuarial science, serving as vital tools in quantifying uncertainty and mitigating potential losses. The field has evolved from traditional ...