Nouvelles bornes de stabilité dans les modèles de risque approche par processus régénératif

Hocine Safia; Aïssani Djamil; Benouaret Zina

Article Details

Nouvelles bornes de stabilité dans les modèles de risque approche par processus régénératif

Authors:

Hocine Safia | Aïssani Djamil | Benouaret Zina

Publisher:

Université Abderrahmane Mira de Béjaia

Journal:

Séminaire Mathématique de Béjaia Vol.12 Issue 1, pp.25-29

Document Type:

Article

Publication Date:

12/2013

Document Language:

English

Document ID (Org No.):

2001553172

pISSN:

2800-1214

Keywords:

Abstract:

 In the literature, the risk models recently studied are becoming increasingly complex. Therefore, it is rare to find explicit analytical relations to calculate the ruin probabilities. In this work, we are interested to the strong stability approach of the two dimensional classical risk model with large claims. In the application of the quantitative aspect of the strong stability method in the considered model and in order to deduce a bound stability of the deviation of ruin probabilities, we will use the regenerative processes theory.

Article Details

Nouvelles bornes de stabilité dans les modèles de risque approche par processus régénératif

Authors:

Hocine Safia | Aïssani Djamil | Benouaret Zina

Publisher:

Université Abderrahmane Mira de Béjaia

Journal:

Séminaire Mathématique de Béjaia Vol.12 Issue 1, pp.25-29

Document Type:

Article

Publication Date:

12/2013

Document Language:

English

Document ID (Org No.):

2001553172

pISSN:

2800-1214

Regenerative Processes

Strong Stability

Risk Models

Ruin Probability

Issues

Article Details

Nouvelles bornes de stabilité dans les modèles de risque approche par processus régénératif

Authors: Hocine Safia | Aïssani Djamil | Benouaret Zina

Publisher: Université Abderrahmane Mira de Béjaia

Journal: Séminaire Mathématique de Béjaia Vol.12 Issue 1, pp.25-29

Document Type: Article

Publication Date: 12/2013

Document Language: English

Document ID (Org No.): 2001553172

pISSN: 2800-1214

Regenerative Processes

Strong Stability

Risk Models

Ruin Probability

Issues

Authors:

Hocine Safia | Aïssani Djamil | Benouaret Zina

Publisher:

Université Abderrahmane Mira de Béjaia

Journal:

Séminaire Mathématique de Béjaia Vol.12 Issue 1, pp.25-29

Document Type:

Article

Publication Date:

12/2013

Document Language:

English

Document ID (Org No.):

2001553172

pISSN:

2800-1214