منابع مشابه
On the asymptotic distribution of certain bivariate reinsurance treaties
Abstract: Let {(Xn, Yn), n ≥ 1} be bivariate random claim sizes with common distribution function F and let {N(t), t ≥ 0} be a stochastic process which counts the number of claims that occur in the time interval [0, t], t ≥ 0. In this paper we derive the joint asymptotic distribution of randomly indexed order statistics of the random sample (X1, Y1), (X2, Y2), . . . , (XN(t), YN(t)) which is th...
متن کاملReinsurance under the LCR and ECOMOR Treaties with Emphasis on Light-tailed Claims
Suppose that, over a fixed time interval of interest, an insurance portfolio generates a random number of independent and identically distributed claims. Under the LCR treaty the reinsurance covers the first l largest claims, while under the ECOMOR treaty it covers the first l − 1 largest claims in excess of the lth largest one. Assuming that the claim sizes follow an exponential distribution o...
متن کاملClimate treaties and approaching catastrophes
If the threshold that triggers climate catastrophe is known with certainty, and the benefits of avoiding catastrophe are high relative to the costs, treaties can easily coordinate countries’ behavior so as to avoid the threshold. Where the net benefits of avoiding catastrophe are lower, treaties typically fail to help countries cooperate to avoid catastrophe, sustaining only modest cuts in emis...
متن کاملTreaties: Behaviour-Controlling Capabilities
Conventional approaches to access-control, such as ACLs, do not scale well enough for distributed systems. Capabilities on the other hand offer scalability and adaptability advantages in large-scale distributed environments due to their being held and managed by the system’s users/agents rather than by the middleware. However the structure of capabilities is only able to provide simple sequence...
متن کاملMore answers on reinsurance.
ance as a strategy to maintain or increase health insurance coverage. SCI’s October 2004 Issue Brief, The Role of Reinsurance in State Efforts to Expand Coverage, concluded that reinsurance programs must be built carefully in order to achieve this goal. This In Focus is designed as a supplemental technical guide for state policymakers who are interested in using reinsurance to expand or maintai...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: ASTIN Bulletin
سال: 1960
ISSN: 0515-0361,1783-1350
DOI: 10.1017/s0515036100009557