717 research outputs found

    On orderings and bounds in a generalized Sparre Andersen risk model

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    A generalization of the Gerber-Shiu function proposed by (Cheung et al., Scand. Actuarial J., in press, 2010) is used to derive some ordering properties for certain ruin-related quantities in a Sparre Andersen type risk model. Additional bounds and/or refinements can be obtained by further assuming that the claim size and the interclaim time distributions possess certain reliability properties. Finally, numerical examples are considered to compare the exact solution to the bounds. © 2010 John Wiley & Sons, Ltd.link_to_subscribed_fulltex

    PGI19 Societal Burden in Hepatits B Patients: The Come Study Results

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