On Some Premiums in Risk Theory Models

With reference to the Collective Risk Theory, we derive some results for a class of risk processes in which claims occur as a renewal process; we assume that claims occur as an Erlang process with parameters or as an equilibrium renewal process. Under these assumptions we study the premium flow in the time unit, the total collected premium in the time interval and the relating security loading. Keywords: Collective Risk Theory, risk processes, security loading.

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Titolo: On Some Premiums in Risk Theory Models
Autori: 
GOSIO, CRISTINA LUIGIA
LARI, ESTER CESARINA
RAVERA, MARINA
Data di pubblicazione: 2009
Abstract: With reference to the Collective Risk Theory, we derive some results for a class of risk processes in which claims occur as a renewal process; we assume that claims occur as an Erlang process with parameters or as an equilibrium renewal process. Under these assumptions we study the premium flow in the time unit, the total collected premium in the time interval and the relating security loading. Keywords: Collective Risk Theory, risk processes, security loading.
Handle: http://hdl.handle.net/11567/250045
ISBN: 9788854826601
Appare nelle tipologie:04.01 - Contributo in atti di convegno

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http://hdl.handle.net/11567/250045
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