TY  - JOUR
T1  - On the Asymptotic Expansions for the Expected Value and Variance of the Reinsurance Surplus Process
AU  - Bayramov, Veli
AU  - Abdullayeva, Afaq
AU  - Aliyev, Rovshan
PY  - 2020
DA  - December
Y2  - 2020
JF  - Conference Proceedings of Science and Technology
PB  - Murat TOSUN
WT  - DergiPark
SN  - 2651-544X
SP  - 207
EP  - 214
VL  - 3
IS  - 1
LA  - en
AB  - In this paper, we consider the reinsurance surplus process. Depending on the type of the reinsurance we obtain formulas for the distribution functions and moments of claims in reinsurance surplus process, then using these moments we give the asymptotic results for the mathematical expectation and variance in each type of the reinsurance. Then we give numerical examples to compare the values of mathematical expectation and variance when there is no reinsurance and when the insurer effects reinsurance.
KW  - Reinsurance
KW  - Surplus process
KW  - Asymptotic expansion
KW  - Mathematical expectation
KW  - Variance
KW  - Renewal process
KW  - Renewal-reward process
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UR  - https://dergipark.org.tr/tr/pub/cpost/issue//777646
L1  - https://dergipark.org.tr/tr/download/article-file/1229701
ER  -