شماره ركورد كنفرانس :
4155
عنوان مقاله :
On the largest and the smallest of the claims under the layer coverage
پديدآورندگان :
Amiri Masoud MasoudAmiri11@yahoo.com razi university of kermanshah , Izadi Muhyiddin izadi_552@yahoo.com razi university of kermanshah , Khaledi Baha-Eldin bkhaledi@hotmail.com razi university of kermanshah
كليدواژه :
Deductible , Increasing utility function , Maximum , Increasing convex , Policy limit.
عنوان كنفرانس :
اولين همايش ملي روشهاي مدرن در قيمت گذاري هاي بيمه اي و آمارهاي صنعتي
چكيده فارسي :
Let X_1,⋯,X_n be n risks covered by an insurance layer coverage with deductibles and limits amounts (d_1,l_1),⋯,(d_n,l_n), respectively. In this paper, we investigate the allocation of insurance layers from the viewpoint of the policyholder. We consider minimizing the expected utility of the largest and the smallest retained loss. Orderings of the optimal allocations are obtained.
