Russian-English-French glossary
Transcription
Russian-English-French glossary
MAT 3251 THE ORIE DU RISQUE Actuarial Mathematics by Russian Bowers et al.: terminology for chapter 1 English INSTITUT STRAHOWANIQ TEORIQ POLEZNOSTI PRINCIP OVIDAEMOGO ZNA^ENIQ ^ESTNAQ STOIMOSTX AKTUARNAQ STOIMOSTX FUNKCIQ POLEZNOSTI STRAHOW]IK STRAHOWOJ DOGOWOR STRAHOWAQ SUMMA STRAHOWYE WYPLATY STRAHOWATELX PREMIQ NETTO-PREMIQ NADBAWKA NERAWENSTWO iENSENA LICO, NE SKLONNO K RISKU POKAZATELXNAQ (\KSPONENCIALXNAQ) FUNKCIQ POLEZNOSTI STEPENNAQ S DROBNYM POKAZATELEM FUNKCIQ POLEZNOSTI KWADRATI^NAQ FUNKCIQ POLEZNOSTI DOPUSTIMYE STRAHOWOJ DOGOWOR BEZUSLOWNAQ FRANIZA \KSCEDENTA UBYTKA STRAHOWANIE Insurance system utility theory expected value principle fair value actuarial value utility function insurer policy amount of insurance claim payment insured premium pure premium, net premium loading Jensen's inequality risk averse exponential utility function fractional power utility quadratic utility feasible insurance contracts deductible stop-loss insurance \KSCEDENTA UBYTO^NOSTI STRAHOWANIE L@BITELX RISKA PROPORCIONALXNOE STRAHOWANIE RISKOWAQ NADBAWKA excess-of-loss insurance Actuarial Russian risk lover proportional insurance security loading French systeme d'asurance theorie de l'utilite principe de la valeur esperee valeur juste valeur actuarielle fonction d'utilite assureur police capital assure reglement de sinistre assure prime, prime d'assurance prime pure chargement inegalite de Jensen oppose au risque fonction d'utilite exponentielle utilite de puissance fractionnaire utilite quadratique contrats d'assurance possibles franchise assurance en excedent de pertes assurance en excedent de sinistres amateur de risque assurance proportionnelle chargement de securite Mathematics by Bowers et al.: terminology for chapter 2 PERESTRAHOWANIE MODELX INDIWIDUALXNYH RISKOW ZAMKNUTAQ MODELX OTKRYTAQ MODELX STRAHOWANII NA SLU^AJ SMERTI NA SROK ODIN GOD INDIKATOR, BERNULLIEWSKAQ SLU^AJNAQ WELI^INA SWERTKA PROIZWODQ]AQ FUNKCIQ MOMENTOW OBRATNOE GAUSSOWSKOE RASPREDELENIE CENTRALXNAQ PREDELXNAQ TEOREMA OTNOSITELXNAQ RISKOWAQ NADBAWKA UROWENX SOBSTWENNOGO UDERVANIQ English reinsurance individual risk model closed model open model one-year termlife insurance indicator, Bernoulli random variable convolution moment generating function inverse Gaussian distribution central limit theorem relative security loading retention limit French reassurance modele de risque individuel modele ferme modele ouvert assurance de vie temporaire d'un an fonction indicatrice, variable aleatoire de Bernoulli convolution la fonction generatrice des moments distribution gaussienne inversee theoreme de limite centrale chargement de securite relatif plein de conservation Russian English KOMPANIQ-CEDENT PERESTRAHOW]IK Actuarial the ceding company the reinsuring company Russian Russian Russian English collective risk model compound Poisson distribution compound negative binomial distribution Poisson/inverse Gaussian distribution multinomial distribution recursive method French modele de risque collectif loi de Poisson composee loi binomiale negative composee loi de Poisson-gaussienne inverse loi multinomiale methode de recurrence Mathematics by Bowers et al.: terminology for chapter 13 RISKOWYJ REZERW PROCESS RISKOWOGO REZERWA PROCESS SUMMARNYH WYPLAT RAZORENIE NEPLATEVESPOSOBNOSTX KO\FFICIENT lUNDBERGA PROCESS ^ISLA STRAHOWYH WYPLAT GLOBALXNYJ METOD DISKRETNYJ METOD SLOVNYJ PUASSONOWSKIJ PROCESS MAKSIMALXNYE SUMMARNYE POTERI TRAF PROCESS WOSSTANOWLENIQ URAWNENIE WOSSTANOWLENIQ INTEGRO-DIFFERENCIALXNOE URAWNENIE OPERACIONNOE WREMQ PROCESS RISKOWOGO REZERWA S DISKRETNYM WREMENEM MAKSIMALXNYE SUMMARNYE POTERI Actuarial la compagnie cedante la compagnie de reassurance Mathematics by Bowers et al.: terminology for chapter 12 MODELX KOLLEKTIWNYH RISKOW SLOVNOE PUASSONOWSKOE RASPREDELENIE SLOVNOE OTRICATELXNOE BINOMIALXNOE RASPREDELENIE PUASSONOWSKOE/OBRATNOE GAUSSOWSKOE RASPREDELENIE MULXTINOMIALXNOE RASPREDELENIE REKURRENTNYJ METOD Actuarial French English surplus surplus process aggregate claims process ruin insolvency adjustment coe cient claim number process global method discrete method compound Poisson process maximal aggregate loss penalty renewal process renewal equation integro-dierential equation operational time discrete time surplus process maximal aggregate loss French excedent, benece processus de surplus processus des sinistres totaux ruine insolvabilite coe cient d'adjustement processus du nombre de reclamations methode globale methode discrete processus de Poisson compose perte maximale totale amende processus de renouvellement equation de renouvellement equation integro{dierencielle temps operationnel processus de l'excedent en temps discret perte maximale totale Mathematics by Bowers et al.: terminology for chapter 14 TQVELYE HWOSTY PERIOD OTSRO^KI GRUPPOWOE DOLGOSRO^NOE STRAHOWANIE NA SLU^AJ NETRUDOSPOSOBNOSTI PERESTRAHOWANIQ \KSCEDENTA UBYTO^NOSTI PROPORCIONALXNOE PERESTRAHOWANIE \KSCEDENTNOE PERESTRAHOWANIE English heavy tails elimination period group long-term disability insurance stop-loss reinsurance proportional reinsurance excess-of-loss reinsurance French les queues epaisses periode d'attente assurance collective contre l'invalidite de longue duree reassurance en excedent de pertes reassurance proportionnelle reassurance en excedent de sinistres