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Entrepreneurs threat as the ruin event: the risk's negative perusal by the Erlang(n) model.

Abstract Number:

2153

Submission Type:

Contributed Abstract

Contributed Abstract Type:

Speed

Participants:

Mfondoum Valery (1)

Institutions:

(1) N/A, N/A

Speaker:

Mfondoum Valery
N/A

Abstract Text:

Entrepreneurial threats are extreme realizations of investment risk, materializing as ruin events in the surplus dynamics of entrepreneurial or investment activities. Across social, economic, or institutional Entrepreneurships Interests Focus (E.I.F.), with Acting Levels (E.A.L.) Micro, Meso, or Macro, and Dynamic Trends (E.D.T.) innovation, impact, or problem-solving, threats represent adverse risks that may cause irreversible failure. Entrepreneurial risk perceived negatively is represented by the surplus process R[π]...[/π] = u + ct − ∑X... − L[π].../π, with ruin defined as R[π].../π < 0 for t ≥ 0, initial capital u ≥ 0, and premium income c > 0. Within a generalized Erlang(n) inter-arrival structure, the maximum severity of ruin provides an extreme indicator of loss, enabling explicit downside risk assessment. Crossing E.I.F., E.A.L., and E.D.T. via paired extended decision analysis into a dynamic n-dimensional decision space, non-parametrics density estimation at each risk state allows real-time computation of losses through m[th]...[/th] moments of failure dividend D[u]...[/u], yielding lower bounds for optimal strategies within the Erlang(n) risk model.

Keywords:

Sponsors:

Section on Risk Analysis

Tracks:

Risk Prediction

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