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The Research Of The Generalized Stop-loss Order≤sls

Posted on:2013-12-21Degree:MasterType:Thesis
Country:ChinaCandidate:C LuFull Text:PDF
GTID:2249330395986407Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
Risk theory is an important part of the insurance actuarial science, to the in-surance industry is facing to all kinds of risk by mathematical analysis theory. It is the insurance company for insurance reasonable product pricing, liability reserve the right premise, The proper arrangement of reinsurance, solvency and the effec-tive management of the insurance company of the bankruptcy of the job such as the theory of accurate warning premise. Because of the close contact with utility theory, the risk of sequence has become risk theory is an important tool, It in the calculation and insurance premium company to make decisions has played a very important role. To the20th century, the basic theory of risk sequence has sound development. But with the development of the society, to solve the actual problem, more People started to pay attention to in order to risk the concept of promotion and the combination of the risk, and will risk sequence and risk of the theory of other important concept (such as monotonicity, the convergence of random sequence, etc), and combining keeps emerging Some new very meaningful research results.This paper discusses the time to stop loss order≤sls conclusion and application. Among them,The second part mainly reviewed the classical risk sequence of some important results,this paper introduces the related with monotonicity properties, and the main conclusions of this paper are summarized.The third part first will stop loss order extended to stop loss order once≤sls, and then studies the time to stop loss order≤sls the related properties of and the establishment of the necessary and sufficient conditions are given, finally time to stop loss order≤sls and other known the relationship between the order.The fourth part of the main research risk sequence, the actual application of the first studied in order DuoGe research related risk dependency, the application In addition, the order relation and random vector with the monotonicity premium calculation of the influence of some results, get.
Keywords/Search Tags:risk, generalized stop-loss order≤sls, comonotonic, premium, application
PDF Full Text Request
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