کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5077442 | 1374130 | 2008 | 8 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Actuarial comparisons for aggregate claims with randomly right-truncated claims
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Actuarial comparisons for aggregate claims with randomly right-truncated claims Actuarial comparisons for aggregate claims with randomly right-truncated claims](/preview/png/5077442.png)
چکیده انگلیسی
In this note, we consider an extension of the largest claims reinsurance treaty (LCR) with random upper thresholds for the claim sizes, that we call retention levels. The Laplace transform order for insurer's aggregate claims is obtained assuming dependence among the random retention levels. Different results about the influence of dependence on the insurer total claim amount are also given including the connections with LCR and the case of combination with quota-share. Algebraic bounds for the insurer aggregate claims are obtained when a common fixed threshold is considered.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Insurance: Mathematics and Economics - Volume 43, Issue 2, October 2008, Pages 255-262
Journal: Insurance: Mathematics and Economics - Volume 43, Issue 2, October 2008, Pages 255-262
نویسندگان
Laureano F. Escudero, Eva-MarÃa Ortega,