On the approximation of the necessary capital reserve for an insurance company in the case a large number of inhomogeneous contracts (Q1878752)
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| Language | Label | Description | Also known as |
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| English | On the approximation of the necessary capital reserve for an insurance company in the case a large number of inhomogeneous contracts |
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On the approximation of the necessary capital reserve for an insurance company in the case a large number of inhomogeneous contracts (English)
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8 September 2004
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The paper considers a probability model for the situation described in the title. The main result is an asymptotic expansion for the reserve capital.
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econometrics
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probability model
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asymptotic expansion
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