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Ordering claim size distributions and mixed Poisson probabilities

✍ Scribed by R. Kaas; O. Hesselager

Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
680 KB
Volume
17
Category
Article
ISSN
0167-6687

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πŸ“œ SIMILAR VOLUMES

Asymptotic finite-time ruin probabilitie
Asymptotic finite-time ruin probabilities for a class of path-dependent heavy-tailed claim amounts using Poisson spacings
✍ Romain Biard; Claude LefΓ¨vre; StΓ©phane Loisel; Haikady N. Nagaraja πŸ“‚ Article πŸ“… 2010 πŸ› John Wiley and Sons 🌐 English βš– 497 KB πŸ‘ 2 views

In the compound Poisson risk model, several strong hypotheses may be found too restrictive to describe accurately the evolution of the reserves of an insurance company. This is especially true for a company that faces natural disaster risks like earthquake or flooding. For such risks, claim amounts