scientific article; zbMATH DE number 3630099

zbMath0405.62079MaRDI QIDQ4191482

Erkki Pesonen, R. E. Beard, Teivo Pentikäinen

Publication date: 1977

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Numerical ApplicationTextbookNormal ApproximationMonte Carlo MethodsActuarial MathematicsGeneralized Poisson DistributionBusiness PlanningEdgeworth SeriesElementaryEsscher ApproximationNet RetentionRisk TheoryRuin ProbabilityStop Loss Treaties

Mathematics Subject Classification ID

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

Related Items (11)

Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer ⋮ Risk- and value-based management for non-life insurers under solvency constraints ⋮ Modeling of an insurance system and its large deviations analysis ⋮ Optimal stop-loss reinsurance with joint utility constraints ⋮ Excess of loss reinsurance limits ⋮ Random number generators for compound distributions ⋮ Some mathematical aspects of reinsurance ⋮ Probability of ruin for a risk process with claims cost inflation ⋮ Stop-loss premiums under dependence ⋮ Some approximation methods for the distribution of random sums ⋮ How to (and how not to) compute stop-loss premiums in practice

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