کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5076401 1477211 2015 6 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
The bounds of premium and optimality of stop loss insurance under uncertain random environments
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
The bounds of premium and optimality of stop loss insurance under uncertain random environments
چکیده انگلیسی
The potential loss of insured can be affected by many nondeterministic factors, in which uncertainty always coexists with randomness. Therefore, uncertain random variables are used to describe this phenomenon of simultaneous appearance of both uncertainty and randomness in potential loss. Based on that, the upper and lower bounds of premium with uncertain random loss are given, respectively. Moreover, a mathematical model of uncertain random optimal insurance problem is established and the stop loss insurance is proved to be the optimal insurance policy and the equation for calculating the optimal deductible is arrived. Some numerical examples are also given for illustration.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Insurance: Mathematics and Economics - Volume 64, September 2015, Pages 273-278
نویسندگان
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