Zur Berechnung von Erwartungswerten und Varianzen von zufÄlligen Summen in der kollektiven Risikotheorie

DOI10.1007/BF02808513zbMATH Open0563.62086OpenAlexW2034818279MaRDI QIDQ3677022FDOQ3677022

Authors: Raimund Rhiel 

Publication date: 1985

Published in: Blätter der DGVFM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02808513

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zbMATH Keywords

random sumsexpectationscovariancesvariancestotal claim amountcalculation procedurescollective theory of risk

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Title not available (Why is that?)

Cited In (1)

• A general model in risk theory. An application of modern martingale theory. Part one: Theoretic foundations

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