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...
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2007
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| Online Access: | http://hdl.handle.net/1993/2204 |
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ndltd-LACETR-oai-collectionscanada.gc.ca-MWU.anitoba.ca-dspace#1993-22042013-01-11T13:30:06ZSun, Guohong2007-05-25T18:32:03Z2007-05-25T18:32:03Z1999-05-01T00:00:00Zhttp://hdl.handle.net/1993/2204Some 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 probabilities will also be found. The concepts of the nth stop-loss distance and the ruin probability distance will be introduced. A formula for ruin probabilities for heterogeneous portfolios will be given.1758996 bytes184 bytesapplication/pdftext/plainenen_USRisk premiums and their applications in ruin probabilitiesEconomicsM.Sc. |
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NDLTD |
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en en_US |
| format |
Others
|
| sources |
NDLTD |
| description |
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 probabilities will also be found. The concepts of the nth stop-loss distance and the ruin probability distance will be introduced. A formula for ruin probabilities for heterogeneous portfolios will be given. |
| author |
Sun, Guohong |
| spellingShingle |
Sun, Guohong Risk premiums and their applications in ruin probabilities |
| author_facet |
Sun, Guohong |
| author_sort |
Sun, Guohong |
| title |
Risk premiums and their applications in ruin probabilities |
| title_short |
Risk premiums and their applications in ruin probabilities |
| title_full |
Risk premiums and their applications in ruin probabilities |
| title_fullStr |
Risk premiums and their applications in ruin probabilities |
| title_full_unstemmed |
Risk premiums and their applications in ruin probabilities |
| title_sort |
risk premiums and their applications in ruin probabilities |
| publishDate |
2007 |
| url |
http://hdl.handle.net/1993/2204 |
| work_keys_str_mv |
AT sunguohong riskpremiumsandtheirapplicationsinruinprobabilities |
| _version_ |
1716574876666429441 |