Risk premiums and their applications in ruin probabilities
| dc.contributor.author | Sun, Guohong | en_US |
| dc.date.accessioned | 2007-05-25T18:32:03Z | |
| dc.date.available | 2007-05-25T18:32:03Z | |
| dc.date.issued | 1999-05-01T00:00:00Z | en_US |
| dc.degree.discipline | Economics | en_US |
| dc.degree.level | Master of Science (M.Sc.) | en_US |
| dc.description.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. | en_US |
| dc.format.extent | 1758996 bytes | |
| dc.format.extent | 184 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.format.mimetype | text/plain | |
| dc.identifier.uri | http://hdl.handle.net/1993/2204 | |
| dc.language.iso | eng | en_US |
| dc.rights | open access | en_US |
| dc.title | Risk premiums and their applications in ruin probabilities | en_US |
| dc.type | master thesis | en_US |