A unified study of bounds and asymptotic estimates for renewal equations and compound distributions with applications to insurance risk analysis
This thesis consists of a unified study of bounds and asymptotic estimates for renewal equations and compound distributions and gives applications to aggregate claim distributions, stop-loss premium and ruin probabilities with general claim sizes and especially with heavy-tailed distributions. Chap...
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1998
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| Online Access: | http://spectrum.library.concordia.ca/522/1/NQ39619.pdf Cai, Jun <http://spectrum.library.concordia.ca/view/creators/Cai=3AJun=3A=3A.html> (1998) A unified study of bounds and asymptotic estimates for renewal equations and compound distributions with applications to insurance risk analysis. PhD thesis, Concordia University. |
Internet
http://spectrum.library.concordia.ca/522/1/NQ39619.pdfCai, Jun <http://spectrum.library.concordia.ca/view/creators/Cai=3AJun=3A=3A.html> (1998) A unified study of bounds and asymptotic estimates for renewal equations and compound distributions with applications to insurance risk analysis. PhD thesis, Concordia University.