کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5077115 1374117 2009 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Computing the mean and the variance of the cedent's share for largest claims reinsurance covers
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Computing the mean and the variance of the cedent's share for largest claims reinsurance covers
چکیده انگلیسی
We present mathematical results allowing one to evaluate the moments of order 1 and 2 of the cedent's share in the framework of reinsurance treaties based on ordered claim sizes. These results consist of closed analytical formulas that do not involve any approximation procedure. This is illustrated by numerical examples when the claim number has the Poisson or the negative binomial distribution, and the claim cost has the exponential or the Pareto distribution.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Insurance: Mathematics and Economics - Volume 44, Issue 3, June 2009, Pages 497-504
نویسندگان
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