DocumentCode
478921
Title
Asymptotic Error of the Deficit Distribution in a Markov Chain Interest Risk Model
Author
Cai Shu Qin ; Wang Ge ; Liu Yan
Author_Institution
Sch. of Manage., Huazhong Univ. of Sci. & Technol., Wuhan
fYear
2008
fDate
12-14 Oct. 2008
Firstpage
1
Lastpage
5
Abstract
This paper studies the error of the asymptotic estimation of the deficit distribution for insurer by a monotone integral operator in a Markov chain interest discrete time risk model. Further, we obtain some bounds of the asymptotic error of the asymptotic estimation formula. These bounds can improve the performance of previous models.
Keywords
Markov processes; estimation theory; insurance; risk analysis; statistical distributions; Markov chain interest discrete time risk model; asymptotic estimation formula; deficit distribution; insurer; monotone integral operator; ruin probability; Asymptotic stability; Distribution functions; Economic indicators; Infinite horizon; Mathematical model; Mathematics; Paper technology; Random variables; Risk management; Technology management;
fLanguage
English
Publisher
ieee
Conference_Titel
Wireless Communications, Networking and Mobile Computing, 2008. WiCOM '08. 4th International Conference on
Conference_Location
Dalian
Print_ISBN
978-1-4244-2107-7
Electronic_ISBN
978-1-4244-2108-4
Type
conf
DOI
10.1109/WiCom.2008.2425
Filename
4680614
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