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Social Sciences → Decision Sciences → Management Science and Operations Research

Probability and Risk Models

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.

32.6K works worldwide326.2K citations
InsuranceRiskDividendRuin ProbabilityHeavy-Tailed DistributionsStochastic ProcessesRare Event SimulationOptimal ControlDependence ModelingClaim Reserving

Journals publishing in this area

1
The Annals of Statistics
ISSN 0090-5364292 articles in this topic
318h-index
2
Operations Research
ISSN 0030-364X267 articles in this topic
300h-index