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Title: Risk premiums and their applications in ruin probabilities
Authors: Sun, Guohong
Issue Date: 1-May-1999
Abstract: Some useful properties of the nth stop-loss order and the exponential order will be given in this paper. These results will be applied to the study of losses $L\sb{i}$ (i = 1, 2,$\cdots$), L and ruin probability $\psi$(u). A relationship between the claim amount random variables and ruin probabilities will also be found. The concepts of the nth stop-loss distance and the ruin probability distance will be introduced. A formula for ruin probabilities for heterogeneous portfolios will be given.
Appears in Collection(s):FGS - Electronic Theses & Dissertations (Public)

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