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# 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.identifier.uri http://hdl.handle.net/1993/2204 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.language en en_US dc.language.iso en_US dc.rights info:eu-repo/semantics/openAccess dc.title Risk premiums and their applications in ruin probabilities en_US dc.type info:eu-repo/semantics/masterThesis dc.degree.discipline Economics en_US dc.degree.level Master of Science (M.Sc.) en_US
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