Quantile based stop-loss transform and its applications
نویسندگان
چکیده
منابع مشابه
Quantile based stop-loss transform and its applications
Partial moments are extensively used in actuarial science for the analysis of risks. Since the first order partial moments provide the expected loss in a stop-loss treaty with infinite cover as a function of priority, it is referred as the stop-loss transform. In the present work, we discuss distributional and geometric properties of the first and second order partial moments defined in terms o...
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ژورنال
عنوان ژورنال: Statistical Methods & Applications
سال: 2012
ISSN: 1618-2510,1613-981X
DOI: 10.1007/s10260-012-0213-4