On the Asymptotic Expansions for the Expected Value and Variance of the Reinsurance Surplus Process

Autor:	BAYRAMOV, Veli, ABDULLAYEVA, Afaq, ALİYEV, Rovshan
Jazyk:	angličtina
Rok vydání:	2020
Předmět:	Engineering Mühendislik Reinsurance Surplus process Asymptotic expansion Mathematical expectation Variance Renewal process Renewal-reward process
Zdroj:	Volume: 3, Issue: 1 207-214 Conference Proceedings of Science and Technology
ISSN:	2651-544X
Popis:	In this paper, we consider the reinsurance surplus process. Depending on the type of the reinsurance we obtain formulas for the distribution functions and moments of claims in reinsurance surplus process, then using these moments we give the asymptotic results for the mathematical expectation and variance in each type of the reinsurance. Then we give numerical examples to compare the values of mathematical expectation and variance when there is no reinsurance and when the insurer effects reinsurance.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=tubitakulakb::0a1795a118655e4f5b349455307e6c71 https://dergipark.org.tr/tr/pub/cpost/issue/57935/777646 Zobrazit plný text záznamu