On probabilities of large claims that are compound Poisson distributed

DOI10.1007/BF02809404zbMath0783.62084OpenAlexW117093150MaRDI QIDQ3141121

Reinhard Michel

Publication date: 10 January 1994

Published in: Blätter der DGVFM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02809404

zbMATH Keywords

exponential boundslarge deviationscompound Poisson distributionloaded pure risk principleprobability of claims exceeding premiumsreinsurances

Mathematics Subject Classification ID

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

Related Items (1)

Asymptotic expansion for the distribution density function of the compound Poisson process in large deviations

Cites Work

• An application of Fourier methods to the problem of sharpening the Berry-Esseen inequality
• Unnamed Item

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