Non-life Insurance Mathematics
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Date
2014
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Pontificia Universidad Católica del Perú
Abstract
En este artículo describimos los conceptos básicos relacionados a seguros que no sean de vida y luego explicamos procesos de riesgo. En particular, tratamos al detalle el comportamiento asintótico de la probabilidad de que un producto sea declarado en ruina. Como es suponible, el comportamiento en el horizonte depende de la cola de la distribución de las primas.
In this work we describe the basic facts of non-life insurance and then explain risk processes. In particular, we will explain in detail the asymptotic behavior of the probability that an insurance product may end up in ruin during its lifetime. As expected, the behavior of such asymptotic probability will be highly dependent on the tail distribution of each claim.
In this work we describe the basic facts of non-life insurance and then explain risk processes. In particular, we will explain in detail the asymptotic behavior of the probability that an insurance product may end up in ruin during its lifetime. As expected, the behavior of such asymptotic probability will be highly dependent on the tail distribution of each claim.
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Stochastic Processes, Actuarial Mathematics, Non-Live Insurance, Collectice Risk Models, Ruin Probability, Cramér-Lundberg Approximation, Procesos Estocásticos, Matemáticas Actuariales, Seguros No de Vida, Probabilidad de Ruina, Aproximación de Cramér-Lundberg
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