Tail Conditional Expectations for Extended Exponential Dispersion Models

dc.contributor.advisorWu, Qiangen_US
dc.contributor.advisorHong, Donen_US
dc.contributor.authorYe, Yeen_US
dc.contributor.committeememberCalahan, Rebeccaen_US
dc.contributor.departmentBasic & Applied Sciencesen_US
dc.date.accessioned2014-08-28T18:30:36Z
dc.date.available2014-08-28T18:30:36Z
dc.date.issued2014-06-05en_US
dc.description.abstractFor a loss that can be incurred in a given period, the tail conditional expectation, also termed as tail value-at-risk, is the conditional average amount of loss, given that the loss exceeds a specified value. This measurement helps insurance companies to determine the amounts of capital to pay out claims resulted from catastrophic event when premium revenues are insufficient. In this paper, we extend the exponential dispersion models and derive tail conditional expectation forms of the extended models.en_US
dc.description.degreeM.S.en_US
dc.identifier.urihttp://jewlscholar.mtsu.edu/handle/mtsu/4263
dc.publisherMiddle Tennessee State Universityen_US
dc.subjectExtended Exponential Dispersionen_US
dc.subjectTail Conditional Expectationen_US
dc.subjectTail value-at-risken_US
dc.subject.umiMathematicsen_US
dc.subject.umiApplied mathematicsen_US
dc.thesis.degreegrantorMiddle Tennessee State Universityen_US
dc.thesis.degreelevelMastersen_US
dc.titleTail Conditional Expectations for Extended Exponential Dispersion Modelsen_US
dc.typeThesisen_US

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