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Accumulated claims and collective risk in insurance: Higher order asymptotic approximations - MaRDI portal

Accumulated claims and collective risk in insurance: Higher order asymptotic approximations (Q3738452)

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Accumulated claims and collective risk in insurance: Higher order asymptotic approximations
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    Accumulated claims and collective risk in insurance: Higher order asymptotic approximations (English)
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    1985
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    risk theory
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    Edgeworth expansion
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    Lundberg model
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    reserves
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    higher order asymptotic expression
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    Berry-Esséen approach
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    probability of ruin
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