On blocked Poisson processes in risk theory

DOI10.1016/0167-6687(91)90018-SzbMATH Open0723.62064OpenAlexW2038777978MaRDI QIDQ756902FDOQ756902

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

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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)

Cites Work

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• On Renewal Processes Related to Type I and Type II Counter Models
• On some probability problems concerning the theory of counters

Cited In (2)

• Exploring the Optimal Design of an Employer-Sponsored Sickness-Disability Compensation Insurance Plan When Sickness Presenteeism Is Penalized
• Optimal Disability Insurance with Moral Hazards: Absenteeism, Presenteeism, and Shirking

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