A collective risk comparative study
type: Item
instance of: scholarly article
title: A collective risk comparative study
zbMATH Open document ID: 0602.62095
DOI: 10.1016/0167-6687(87)90007-2
author: John A. Beekman
author: Clinton P. Fuelling
published in: Insurance Mathematics \& Economics
publication date: 1987-01-01T00:00:00Z
review text: Infinite time ruin probabilities are computed by the convolution method, the incomplete gamma function method, and an inverse Gaussian method for a real-life example involving data from 24,000 life insurance policies. Some analysis of the methods, and computational suggestions are included.
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 3972046
zbMATH Keywords: collective risk comparative study
zbMATH Keywords: compound Poisson process
zbMATH Keywords: Infinite time ruin probabilities
zbMATH Keywords: convolution method
zbMATH Keywords: incomplete gamma function method
zbMATH Keywords: inverse Gaussian method
zbMATH Keywords: real-life example
describes a project that uses: MACSYMA
MaRDI profile type: Publication
full work available at URL: 0167-6687(87)90007-2
OpenAlex ID: W2076744440
cites work: Q5511744
cites work: A series for infinite time ruin probabilities
cites work: Q3938395
cites work: Q3706491
description: scientific article; zbMATH DE number 3972046