Please use this identifier to cite or link to this item: http://hdl.handle.net/1993/2204

 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. URI: http://hdl.handle.net/1993/2204 Appears in Collection(s): FGS - Electronic Theses & Dissertations (Public)

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