Of happy and hapless regulators: the asymptotics of ruin.

DOI10.1016/S0167-6687(03)00114-8zbMath1077.91029MaRDI QIDQ1413401

Emilio C. Venezian, Iana B. Jucá, Michael R. Powers

Publication date: 16 November 2003

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

zbMATH Keywords

normal approximationAsymptotic distributionsAdverse selectionLaw of large numbersestimation errorsParameter uncertaintySingle-period ruin probability

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Related Items (1)

The fundamental theorem of mutual insurance

Cites Work

• A model of insurance markets with incomplete information
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Of happy and hapless regulators: the asymptotics of ruin.