Actuarial comparisons for aggregate claims with randomly right-truncated claims
From MaRDI portal
Publication:974814
DOI10.1016/J.INSMATHECO.2008.07.002zbMATH Open1189.91072OpenAlexW1989456923MaRDI QIDQ974814FDOQ974814
Authors: Eva Ortega, Laureano F. Escudero Bueno
Publication date: 8 June 2010
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2008.07.002
Recommendations
- How retention levels influence the variability of the total risk under reinsurance
- On approximating aggregate claims distributions and stop-loss premiums by truncation
- Asymptotic Dependence of Reinsurance Aggregate Claim Amounts
- Dependence and the asymptotic behavior of large claims reinsurance
- The total claims amount of largest claims reinsurance treaties revisited
dependencestochastic boundslargest claims reinsuranceLaplace transform orderindividual risk modelaggregate claim amount
Cites Work
- Title not available (Why is that?)
- Statistics of Extremes
- Title not available (Why is that?)
- The Dual Theory of Choice under Risk
- Stochastic orders
- Negative association of random variables, with applications
- Title not available (Why is that?)
- A connection between supermodular ordering and positive/negative association.
- Title not available (Why is that?)
- Title not available (Why is that?)
- The safest dependence structure among risks.
- Title not available (Why is that?)
- Some remarks on the supermodular order
- Archimedean copulae and positive dependence
- On non-monotonic ageing properties from the Laplace transform, with actuarial applications
- Bounds for means and variances of progressive type II censored order statistics
- Supermodular dependence ordering on a class of multivariate copulas
- Laplace transform ordering of actuarial quantities.
- Analysis of risk measures for reinsurance layers
- Stochastic convexity on general space
- Parametric stochastic convexity and concavity of stochastic processes
- Bounds for expectation of l-estimates for dependent samples
- Largest Claims Reinsurance Premiums under Possible Claims Dependence
- The economics of insurance: a review and some recent developments
- Stochastic Bounds for Discrete-time Claim Processes with Correlated Risks
- Sharp bounds for \(L\)-statistics from dependent samples of random length
- Bounds on distribution functions of order statistics for dependent variates
Cited In (5)
- Variability comparisons for some mixture models with stochastic environments in biosciences and engineering
- Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation
- How retention levels influence the variability of the total risk under reinsurance
- Tail product-limit process for truncated data with application to extreme value index estimation
- Variability for carrier-borne epidemics and Reed-Frost models incorporating uncertainties and dependencies from susceptibles and infectives
This page was built for publication: Actuarial comparisons for aggregate claims with randomly right-truncated claims
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q974814)