De Vylder and Goovaerts' conjecture on homogeneous risk models with equalized claim amounts
Insurance: Mathematics and Economics(2021)
摘要
De Vylder and Goovaerts (2000) made a conjecture on the comparison of the finite time ruin probability in a homogeneous risk model and the corresponding ruin probability in an associated model with equalized claim amounts. The conjecture, however, remains an open problem. In this paper, we provide a conjecture that is stronger than De Vylder and Goovaerts' conjecture and also provide sufficient conditions for the conjectures, which are more mathematically tractable than De Vylder and Goovaerts' conjecture and thus easier to work with. By using the sufficient conditions for the conjectures, we solve De Vylder and Goovaerts' conjecture when n=3, where n is the number of claims in the finite time.
更多查看译文
关键词
C60
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要