Please use this identifier to cite or link to this item: http://hdl.handle.net/1993/1181

 Title: The generalization of stop loss transforms and its applications in ruin probabilities Authors: Cheng, Yu Issue Date: 1-May-1998 Abstract: This thesis generalized the concept of stop-loss transforms, an important concept in risk theory (6), to the nth stop-loss transforms. Some useful properties of the nth stop-loss transforms were discovered and a recursion formula for the nth stop-loss transforms was established. Also, the maintenance properties of the nth stop-loss order under convolution, compound and mixture operations were proved. Finally the results mentioned above were applied to the study of losses $L\sb{i}\ (i = 1,2,\cdots),$ maximal aggregate loss L and ruin probability $T\psi(u).$ Some inequalities for the expectation of $L\sb{i}$ and L were given, and a relationship between the claim amount random variable and ruin probability was found. URI: http://hdl.handle.net/1993/1181 Appears in Collection(s): FGS - Electronic Theses & Dissertations (Public)

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