scientific article

zbMath0709.62095MaRDI QIDQ3998984

Christian Hipp, Reinhard Michel

Publication date: 17 September 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

renewal theoryintegral equationsruin theorystochastic methodscollective modelcompound Poisson processindividual modelrisk theoryhomogeneous Poisson processinfinite planning horizonBASICaggregate claims distributionasymptotical resultsPanjer algorithmprogrammesTURBO-PASCALBeekman representationestimates of the ruin probabilityExplicit ruin formulaefree reserve

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items (8)

On a class of approximative computation methods in the individual risk model ⋮ Zur genauigkeit der approximation einer gesamtschadenverteilung durch eine zusammengesetzte poisson-verteilung ⋮ Optimization of risk processes ⋮ Kerstan's method for compound Poisson approximation. ⋮ A new ideal metric with applications to multivariate stable limit theorems ⋮ Eine Verschärfung der Schranke von LeCam zur Poisson-Approximation von Gesamtschadenverteilungen im individuellen Modell ⋮ Optimization methods for compound Poisson risk processes ⋮ On Hipp's compound Poisson approximations via concentration functions

Uses Software

• Turbo Pascal

This page was built for publication: