On the approximation of the necessary capital reserve for an insurance company in the case a large number of inhomogeneous contracts

zbMATH Open1080.91046MaRDI QIDQ1878752FDOQ1878752

Authors: Wu Da, Vladimir E. Bening 

Publication date: 8 September 2004

Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

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zbMATH Keywords

asymptotic expansioneconometricsprobability model

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Sums of independent random variables; random walks (60G50)

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