Asymptotic analysis of an individual risk model with random insurance premiums

DOI10.1007/BF02362510zbMath0871.62088MaRDI QIDQ1354970

S. Ya. Shorgin

Publication date: 29 September 1997

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

zbMATH Keywords

individual risk modelfactorization modelindividual claiminsurer's surplus

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (3)

Risk models based on copulas for premiums and claim sizes ⋮ Asymptotic estimates of insurance tarifs in the individual risk model ⋮ Guaranteed bounds for insurance premium rates for the insurance portfolio of factorizable claims

Cites Work

• An asymptotic estimate of optimum insurance premiums under the conditions of an individual claim factorization model
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