Accumulated claims and collective risk in insurance: Higher order asymptotic approximations (Q3738452): Difference between revisions
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Property / author: Q163436 / rank | |||
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Property / author: Knut Kristian Aase / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / 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
scientific article
Language | Label | Description | Also known as |
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English | Accumulated claims and collective risk in insurance: Higher order asymptotic approximations |
scientific article |
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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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