Risk premiums and their applications in ruin probabilities
Some useful properties of the nth stop-loss order and the exponential order will be given in this paper. These results will be applied to the study of losses $L\sb{i}$ (i = 1, 2,$\cdots$), L and ruin probability $\psi$(u). A relationship between the claim amount random variables and ruin probabiliti...
| Main Author: | |
|---|---|
| Format: | Others |
| Language: | en en_US |
| Published: |
2007
|
| Online Access: | http://hdl.handle.net/1993/2204 |