On the approximation of the necessary capital reserve for an insurance company in the case a large number of inhomogeneous contracts

zbMATH Open1080.91046MaRDI QIDQ1878752

Wu Da, Vladimir E. Bening

Publication date: 8 September 2004

Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

zbMATH Keywords

asymptotic expansionprobability modeleconometrics

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)

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