Dam rain and cumulative gain
نویسندگان
چکیده
منابع مشابه
Dam rain and cumulative gain
We consider a financial contract that delivers a single cash flow given by the terminal value of a cumulative gains process. The problem of modelling such an asset and associated derivatives is important, for example, in the determination of optimal insurance claims reserve policies, and in the pricing of reinsurance contracts. In the insurance setting, aggregate claims play the role of cumulat...
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The primary goal of a direct mail marketing (DM) campaign is to send mailers to group of customers who are likely to respond. To determine the likely responders for the offer, it is a common practice to build predictive models based on past experience, using historical data. It is not unusual to evaluate the campaign performance by comparing the results with the model. In this study, lift chart...
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ژورنال
عنوان ژورنال: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
سال: 2008
ISSN: 1364-5021,1471-2946
DOI: 10.1098/rspa.2007.0273