On blocked Poisson processes in risk theory

DOI10.1016/0167-6687(91)90018-SMaRDI QIDQ756902zbMATHOpenAlexFDO

Authors Colin M. Ramsay

Publication date 1991

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6687(91)90018-s

zbMATH Keywords

asymptotic normalityrenewal processPoisson processmoment generating functioninsurance riskaggregate claims processblocking periodgarage function

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

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• scientific article; zbMATH DE number 3168165 (Why is no real title available?)
• scientific article; zbMATH DE number 3688413 (Why is no real title available?)
• scientific article; zbMATH DE number 3493681 (Why is no real title available?)
• scientific article; zbMATH DE number 3599249 (Why is no real title available?)
• scientific article; zbMATH DE number 3312403 (Why is no real title available?)
• scientific article; zbMATH DE number 3073499 (Why is no real title available?)
• scientific article; zbMATH DE number 3103824 (Why is no real title available?)
• On Renewal Processes Related to Type I and Type II Counter Models
• On some probability problems concerning the theory of counters

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• Optimal Disability Insurance with Moral Hazards: Absenteeism, Presenteeism, and Shirking
• Exploring the optimal design of an employer-sponsored sickness-disability compensation insurance plan when sickness presenteeism is penalized

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