Centro de Documentación de Fundación MAPFRE

MAP20080039813

Actuarial comparisons for aggregate claims with randomly right-truncated claims / Laureano F. Escudero, Eva-María Ortega

Sumario: In this note, it is considered an extension of the largest claims reinsurance treaty (LCR) with random upper thresholds for the claim sizes, that we call retention levels. The Laplace transform order for insurers aggregate claims is obtained assuming dependence among the random retention levels. Different results about the influence of dependence on the insurer total claim amount are also given including the connections with LCR and the case of combination with quota-share. Algebraic bounds for the insurer aggregate claims are obtained when a common fixed threshold is considered

En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 27/10/2008 Tomo 43 Número 2 - 2008, p. 255-262

1. Reaseguro . 2. Siniestros . 3. Matemática del seguro . 4. Modelos estadísticos . I. Ortega, Eva María . II. Title.