Accumulated claims and collective risk in insurance: Higher order asymptotic approximations
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Publication:3738452
DOI10.1080/03461238.1985.10413780zbMath0602.62092MaRDI QIDQ3738452
Publication date: 1985
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1985.10413780
Edgeworth expansion; risk theory; probability of ruin; reserves; Berry-Esséen approach; higher order asymptotic expression; Lundberg model
60G15: Gaussian processes
62P05: Applications of statistics to actuarial sciences and financial mathematics
60F05: Central limit and other weak theorems
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