D:\sbornik\...\tpel.DVI


Mathematical Problems of Computer Science 35, 37{45, 2011.

Dual Laplace - Stieltjes T r ansfor mations of Cr itical

Risks in Case of N egative I nsur ance P ayments

A r t a k Ma r t ir o s ya n

Institute for Informatics and Automation Problems of NAS of RA
e-mail: artakm81@inbox.ru

Abstract

The present paper is devoted to critical risks of collective insurance models with
negative insurance payments (connected with contracts with usual life rent). Limit the-
orems arisen in critical situations are represented and the dual Laplass-Stiltjes trans-
formations are found for critical risks arisen in collective insurance risks models with
negative insurance payments. The speci¯cations of the considered collective risk model
and the adaptive control strategy for multiperiodic insurance risk model introduced by
Malinovskii is illustrated.

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3 7



3 8 Dual Laplace - Stieltjes Transformations of Critical Risks in Case of Negative Insurance Payments

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