Actuarial comparisons for aggregate claims with randomly right-truncated claims

DOI10.1016/j.insmatheco.2008.07.002zbMath1189.91072OpenAlexW1989456923MaRDI QIDQ974814

Eva-María Ortega, Laureano Fernando 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

stochastic boundsindividual risk modelaggregate claim amountdependencelargest claims reinsuranceLaplace transform order

Mathematics Subject Classification ID

Related Items (5)

Tail product-limit process for truncated data with application to extreme value index estimation ⋮ How retention levels influence the variability of the total risk under reinsurance ⋮ VARIABILITY FOR CARRIER-BORNE EPIDEMICS AND REED–FROST MODELS INCORPORATING UNCERTAINTIES AND DEPENDENCIES FROM SUSCEPTIBLES AND INFECTIVES ⋮ 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

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