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

MaRDI QIDQ1878752zbMATHFDO

Authors Wu Da, Vladimir E. Bening

Publication date 8 September 2004

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

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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