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Order Of Risk And Collective Model

Posted on:2008-02-14Degree:MasterType:Thesis
Country:ChinaCandidate:H SheFull Text:PDF
GTID:2189360215457040Subject:Applied Mathematics
Abstract/Summary:PDF Full Text Request
In this paper,we introduce risk of order and collective model.We discuss several compares of different kinds of random variable in collective model. At first,we discuss the aggregation claim when the individual claim amount is given.The second,we argue the aggregation at the given claim number random variable.The final,we analysis the aggregation claim at mixture distribution. These compares are helpful to the decision of risk.
Keywords/Search Tags:risk order, collective risk model, stop-loss premiums, compound distribution, Convolution
PDF Full Text Request
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