Actuarial comparisons for aggregate claims with randomly right-truncated claims

DOI10.1016/J.INSMATHECO.2008.07.002MaRDI QIDQ974814zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

dependencestochastic boundslargest claims reinsuranceLaplace transform orderindividual risk modelaggregate claim amount

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

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Cited in

(5)

• Tail product-limit process for truncated data with application to extreme value index estimation
• 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
• Variability for carrier-borne epidemics and Reed-Frost models incorporating uncertainties and dependencies from susceptibles and infectives
• How retention levels influence the variability of the total risk under reinsurance

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