Accumulated claims and collective risk in insurance: Higher order asymptotic approximations (Q3738452): Difference between revisions

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Property / author: Knut Kristian Aase / rank
 
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Property / full work available at URL: https://doi.org/10.1080/03461238.1985.10413780 / rank
 
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Property / OpenAlex ID: W1979403396 / rank
 
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Property / cites work: Optimum portfolio diversification in a general continuous-time model / rank
 
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Latest revision as of 16:21, 17 June 2024

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Accumulated claims and collective risk in insurance: Higher order asymptotic approximations
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    Accumulated claims and collective risk in insurance: Higher order asymptotic approximations (English)
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    1985
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    risk theory
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    Edgeworth expansion
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    Lundberg model
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    reserves
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    higher order asymptotic expression
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    Berry-Esséen approach
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    probability of ruin
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