Actuarial comparisons for aggregate claims with randomly right-truncated claims

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<rdf:Description>
<dc:creator>Escudero, Laureano F.</dc:creator>
<dc:creator>Ortega, Eva María</dc:creator>
<dc:date>2008-10-27</dc:date>
<dc:description xml:lang="es">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</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/104394.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Reaseguro</dc:subject>
<dc:subject xml:lang="es">Siniestros</dc:subject>
<dc:subject xml:lang="es">Matemática del seguro</dc:subject>
<dc:subject xml:lang="es">Modelos estadísticos</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Actuarial comparisons for aggregate claims with randomly right-truncated claims</dc:title>
<dc:relation xml:lang="es">En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 27/10/2008 Tomo 43 Número 2  - 2008, p. 255-262</dc:relation>
</rdf:Description>
</rdf:RDF>