We define a very simple game that helps us study the issue of solvency, or indefinite survival, in the presence of stochastic uncertainties. We provide several ...

Yet another related model are solvency games [3] , which can be seen as rather special one-counter Markov decision processes (with counter updates encoded in ...

Duration: 46:29
Posted: Aug 17, 2016

We study the decision theory of a maximally risk-averse investor --- one whose objective, in the face of stochastic uncertainties, is to minimize the ...

A characterization of best play by investors; an explanation of why poor and rich players may have different best strategies; an explanations of why ...

Sep 28, 2008 · Homepage of the Electronic Colloquium on Computational Complexity located at the Weizmann Institute of Science, Israel.

Through the Solvency II Business Simulation Game, you will learn how to succeed in Europe's challenging insurance markets by understanding the impacts of risk ...

Solvency games, introduced by Berger et al., provide an abstract framework for modelling de- cisions of a risk-averse investor, whose goal is to avoid ever ...

Duration: 46:29
Posted: Oct 27, 2010

Solvency Games - Abstract. We study the decision theory of a maximally risk-averse investor — one whose objective, in the face of stochastic uncertainties, ...