Application and extension of risk orders
| dc.contributor.author | Luo, Yongtao | en_US |
| dc.date.accessioned | 2007-06-01T19:24:49Z | |
| dc.date.available | 2007-06-01T19:24:49Z | |
| dc.date.issued | 2000-05-01T00:00:00Z | en_US |
| dc.degree.discipline | Economics | en_US |
| dc.degree.level | Master of Science (M.Sc.) | en_US |
| dc.description.abstract | The concept and some useful properties of the 'n'th stop-loss order will be given in this paper. These results will be applied to a study case and different areas such as collective modeling, and optimal reinsurance. The hazard order and mean excess loss order and their application will be introduced. The relationships between exponential order and moments of the maximal aggregate loss and upper bound of ruin probability will also be found. | en_US |
| dc.format.extent | 2021106 bytes | |
| dc.format.extent | 184 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.format.mimetype | text/plain | |
| dc.identifier.uri | http://hdl.handle.net/1993/2428 | |
| dc.language.iso | eng | en_US |
| dc.rights | open access | en_US |
| dc.title | Application and extension of risk orders | en_US |
| dc.type | master thesis | en_US |