عنوان
پدید آورنده
موضوع
رده
کتابخانه
محل استقرار
NATIONAL BIBLIOGRAPHY NUMBER
Country Code
IR
Number
6T
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
انگلیسی
COUNTRY OF PUBLICATION OR PRODUCTlON
Country of publication
IR
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Optimal Retention under the two risk measures: VAR and CTE
General Material Designation
[Thesis]
First Statement of Responsibility
/جمالی، وحیدرضا
.PUBLICATION, DISTRIBUTION, ETC
Name of Publisher, Distributor, etc.
Allame Tabatabaii university, Eco college of insurance
Date of Publication, Distribution, etc.
, 2007
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
viii, 90p.
Other Physical Details
: table, char
GENERAL NOTES
Text of Note
مدل ریسک انفرادی
Text of Note
ارزش در معرض خطر
Text of Note
سطح نگهداشت بهینه
Text of Note
بیمه اتکایی توقف زیان
NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.
Text of Note
Print
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references
DISSERTATION (THESIS) NOTE
Dissertation or thesis details and type of degree
submitted in partial fulfillment of the requirements for the degree of master of science in the subject actuarial science
SUMMARY OR ABSTRACT
Text of Note
This Research contributes to the research in the area of finding the optimal retention by considering the stop-loss reinsurance scheme,In this research one of the most recent of those methods, calles minimizing the VAR and CTE of total cost of insurer, Also it shows that dependency between the risk affect the optimal retention such that the higher degree of dependency between the risks implies the lower level of retention limit..
TRANSLATED TITLE SUPPLIED BY CATALOGUER
Translated Title
یافتن سطح نگهداشت بهینه با استفاده از دو معیار اندازه ریسک، ارزش در معرض خطر و مقدار مورد انتظار دم شرطی
TOPICAL NAME USED AS SUBJECT
stop- loss Reinsurance
Reinsurance
Optimal retention
Individual risk model
PERSONAL NAME - PRIMARY RESPONSIBILITY
Jamali,Vahid Reza
ORIGINATING SOURCE
Country
ایران
Date of Transaction
20220809
LOCATION AND CALL NUMBER
Call Number
R T6
ELECTRONIC LOCATION AND ACCESS
Host name
TL6.pdf
Access number
محرمانه
Compression information
خیلی محرمانه
Electronic name
6p.pdf
Bits per second
20224996
Contact for access assistance
رفوآ
Electronic Format Type
متن
File size
0
Record control number
6T
old catalog
p
TL
276903
1
a
Y
