The Asymptotic Analysis of the Features of the Insurance Models Under Critical Situation
Author(s):
Artak Rafiki Martirosyan
Assesment and Testing Centre,
Chairman of the department of research and
analysis, Candidate phys. - mat. sciences.
artakm81@inbox.ru
Abstract:
The Thesis is dedicated to reception of the possible limiting laws
of the processes of the risk in term of the critical loading and
under generalized term of the big risk in insurance portfolios with
agreements: 1) free, 2) purely insurance, 3) connected with life rent.
The Limiting laws are expressed by means of decisions of some equations.
In the work it is generalized the conditions of the big risk and the
following new results are received.
- Referencing of the new limiting laws with Laplas - Stilites transformations connected
with some functions are received.
- Relationships between densities corresponding to them and the
Dzhrbashyan - Bagyan known functions are found, firm laws.
In portfolios 1) - 3)
- Existence of critical risks is proved.
- The possible limiting laws are found for normalized risks in terms of the
integral transformations.
- Presentations of the limiting laws are received in evident type.
- Density of critical risks is determined in the manner of reconverging rows.
- Will Installed new presentations of probability confusion in portfolio 3).
- The Critical are risks studied and at limbs of the moment of the second order
of the insurance payments.
Paper was published as it was submitted by the author.
