The approximation of the modified risk process : risk process with reinsurance

• Autorzy: Mykola Bratiychuk , Dominika Derfla
• Języki publikacji: EN

Abstrakty

There was proposed another approach to the study of the ruin probability, especially the risk process was defined in the way which allows us to avoid the premium rate being switched too often and to consider the risk process with perturbation. In the present article we shall consider particular case of the process proposed and then implement the approximation of the modified process. Next, we shall propose the model with reinsurance. The paper is organized as follows. In the second section we present the model and necessary auxiliary facts to be used later on. In Sec. 3 we present the special case of the risk process. The De Vylder approximation will be performed in Sec. 4 The risk process with reinsurance will be considered in Sec. 5. (fragment tekstu)

Słowa kluczowe

EN

Risk; Reinsurance

PL

Ryzyko; Reasekuracja

• Czasopismo: Prace Naukowe / Akademia Ekonomiczna w Katowicach
• Rocznik: 2009
• Tom: Metody matematyczne, ekonometryczne i komputerowe w finansach i ubezpieczeniach 2008
• Strony: 543--556

Twórcy

autor

Mykola Bratiychuk

• Politechnika Śląska

autor

Dominika Derfla

• Politechnika Śląska

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