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In this chapter the Strong Law of Large Numbers, Wald’s identity, and results about Banach function spaces are applied to non-life insurance mathematics: it is shown that if the Net-Profit-Condition is not satisfied, ruin happens with probability one. Finally estimates about expected maximal waiting times between consecutive claims are given.

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An Application to Non-life Insurance

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  • 发表日期：

    2025年

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  • Hannah Geiss,
  • Stefan Geiss

摘要

In this chapter the Strong Law of Large Numbers, Wald’s identity, and results about Banach function spaces are applied to non-life insurance mathematics: it is shown that if the Net-Profit-Condition is not satisfied, ruin happens with probability one. Finally estimates about expected maximal waiting times between consecutive claims are given.