Title
Kriticheskie riski v modelyakh kollektivnogo strakhovaniya: Asimptoticheskiy analiz kharakteristik strakhovykh modeley v kritich,Used
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Kniga posvyashchena kriticheskim riskam strakhovykh kompaniy. V knige rassmotrenny sleduyushchie modeli dolgosrochnogo kollektivnogo strakhovaniya: 1) model' s proizvol'nymi dogovorami, 2) model' s chisto strakhovymi dogovorami, 3) model' s obychnoy pozhiznennoy rentoy. V knige obobshcheno uslovie bol'shogo riska i naydeny vse vozmozhnye predel'nye zakony protsessov riska v usloviyakh kriticheskoy zagruzki i pri obobshchennom uslovii bol'shogo riska. Opisany sluchai vozniknoveniya kriticheskikh riskov i vazhnost' primeneniya poluchennykh formul. V pervoy glave metodom obrashcheniya preobrazovaniya Fur'e polucheny integral'noe predstavlenie i predstavlenie plotnostey v vide skhodyashchikhsya ryadov dlya nekotorykh novykh veroyatnostnykh zakonov voznikayushchikh v predel'nykh teoremakh sleduyushchikh glav. V rassmotrennykh modelyakh: 1. Dokazano sushchestvovanie kriticheskikh riskov, 2. Naydeny vozmozhnye predel'nye zakony dlya normirovannykh riskov v terminakh integral'nykh preobrazovaniy, 3. Polucheny predstavleniya predel'nykh zakonov v yavnom vide, 4. Opredeleny v vide skhodyashchikhsya ryadov plotnosti kriticheskikh riskov, 5. Ustanovleny novye predstavleniya veroyatnosti nerazoreniya v modeli 3.
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