scientific article; zbMATH DE number 4032884

zbMATH Open0634.62108MaRDI QIDQ3773149FDOQ3773149

Authors: Günther Drude 

Publication date: 1988

Title of this publication is not available (Why is that?)

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zbMATH Keywords

numerical examplesindividual modelcollective modellife insurancerisk theoryRuin probabilityCredibility theoryexcess lossApproximation of the distribution of total claimsParticipation in profits

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01)

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• Zur Berechnung von Erwartungswerten und Varianzen von zufÄlligen Summen in der kollektiven Risikotheorie
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• Economic risk capital allocation from top down
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• Statistische Schwankungszuschläge für biometrische Rechnungsgrundlagen in der Lebensversicherung

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