The generalization of stop loss transforms and its applications in ruin probabilities
This thesis generalized the concept of stop-loss transforms, an important concept in risk theory (6), to the nth stop-loss transforms. Some useful properties of the nth stop-loss transforms were discovered and a recursion formula for the nth stop-loss transforms was established. Also, the maintenanc...
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| Language: | en_US |
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2007
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| Online Access: | http://hdl.handle.net/1993/1181 |