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Journals / Conference Proceedings of Science and Technology / 2026 / Cilt: 3 Sayı: 1

On the Asymptotic Expansions for the Expected Value and Variance of the Reinsurance Surplus Process

Veli Bayramov(Baku State University)
Afaq Abdullayeva(Baku State University)
Rovshan Aliyev(Baku State University)
Pages
207–214
Publication Date
2020-12-15
DOI
—
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AI Summary & Key Takeaways

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⚡ TL;DR(Too Long; Didn't Read)

Then we give numerical examples to compare the values of mathematical expectation and variance when there is no reinsurance and when the insurer effects reinsurance.

📌 3 Key Takeaways

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Objective & Hypothesis:In this paper, we consider the reinsurance surplus process.
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Key Findings & Data:Depending on the type of the reinsurance we obtain formulas for the distribution functions and moments of claims in reinsurance surplus process, then using these moments we give the asymptotic results for the mathematical expectation and variance in each type of the reinsurance.
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Conclusion & Impact:Then we give numerical examples to compare the values of mathematical expectation and variance when there is no reinsurance and when the insurer effects reinsurance.
🔬Design:Konferans Bildirisi
📍Scope:Comprehensive Sample
⚙️Variables:Reinsurance · Surplus process · Asymptotic expansion

Abstract

In this paper, we consider the reinsurance surplus process. Depending on the type of the reinsurance we obtain formulas for the distribution functions and moments of claims in reinsurance surplus process, then using these moments we give the asymptotic results for the mathematical expectation and variance in each type of the reinsurance. Then we give numerical examples to compare the values of mathematical expectation and variance when there is no reinsurance and when the insurer effects reinsurance.

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Cite This Article

Bayramov, V., Abdullayeva, A., Aliyev, R. (2020). On the Asymptotic Expansions for the Expected Value and Variance of the Reinsurance Surplus Process. Conference Proceedings of Science and Technology, Cilt: 3 Sayı: 1, 207–214. https://ajindex.com/articles/1648734

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References (10)

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