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

DOI10.1007/BF02808513MaRDI QIDQ3677022zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

random sumsexpectationscovariancesvariancestotal claim amountcalculation procedurescollective theory of risk

Mathematics Subject Classification ID

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

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Cited in

(1)

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

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