کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5077602 | 1374139 | 2006 | 9 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Variability of total claim amounts under dependence between claims severity and number of events
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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: Variability of total claim amounts under dependence between claims severity and number of events Variability of total claim amounts under dependence between claims severity and number of events](/preview/png/5077602.png)
چکیده انگلیسی
Dependencies among random numbers of summands in random sums or among summands have been widely studied in recent literature, and several applications have been developed in actuarial sciences and reliability, where dependencies among risks or lifetimes are quite usual in common problems. In this note we derive stochastic comparisons for random sums when the summands and number of summands depend on a common random environment. The main results presented here describe how such dependence among the random environmental parameters influences the variability of random vectors of sums. As a corollary, we provide stochastic bounds for total claim amounts. Other applications and a discussion of a related result are included.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Insurance: Mathematics and Economics - Volume 38, Issue 3, 15 June 2006, Pages 460-468
Journal: Insurance: Mathematics and Economics - Volume 38, Issue 3, 15 June 2006, Pages 460-468
نویسندگان
Félix Belzunce, Eva-MarÃa Ortega, Franco Pellerey, José M. Ruiz,