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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Non-life Insurance Mathematics / Non-life Insurance Mathematics

Yamazato, Makoto 25 September 2017 (has links)
In this work we describe the basic facts of non-life insurance and then explain risk processes. In particular, we will explain in detail the asymptotic behavior of the probability that an insurance product may end up in ruin during its lifetime. As expected, the behavior of such asymptotic probability will be highly dependent on the tail distribution of each claim. / En este artículo describimos los conceptos básicos relacionados a seguros que no sean de vida y luego explicamos procesos de riesgo. En particular, tratamos al detalle el comportamiento asintótico de la probabilidad de que un producto sea declarado en ruina. Como es suponible, el comportamiento en el horizonte depende de la cola de la distribución de las primas.
Stochastic Processes
Actuarial Mathematics
Non-Live Insurance
Collectice Risk Models
Ruin Probability
Cramér-Lundberg Approximation
60g07
62p05
97m30
Procesos Estocásticos
Matemáticas Actuariales
Seguros No de Vida
Probabilidad de Ruina
Aproximación de Cramér-Lundberg
60g07
62p05
97m30

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