Results 141 to 150 of about 901,671 (192)

Stable Lévy motion approximation in collective risk theory

Insurance: Mathematics and Economics, 1997
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Furrer, Hansjörg   +2 more
openaire   +4 more sources

Extension of the collective risk theory

Scandinavian Actuarial Journal, 1969
Abstract In its original form the collective risk theory is based upon the assumption that the r.v. Y(t), the total amount of claims up to the (operational) time t, is a generalized Poisson process and thus has a d.f. of the form a c.f. of the form where is the generalized c.f. of the claim distribution P(y).
openaire   +4 more sources

Some supplementary researches on the collective risk theory

Scandinavian Actuarial Journal, 1932
There are several different systems of risk technic which may be adopted in the mathematical treatment of the collective risk theory. Assuming th.e risk rates practically stabile, the following system, however, seems to be the simplest.
openaire   +4 more sources

When does ruin occur in the collective theory of risk?

Scandinavian Actuarial Journal, 1955
Abstract In the discussion on the practical applicability of the collective theory of risk to the insurance field some points have been raised, where it is argued that the conceptions of the theory do not correspond to the conditions prevailing in practice, thus entailing a serious reduction of its working value. Three such points will be considered in
openaire   +4 more sources

An extension of the renewal equation and its application in the collective theory of risk

Scandinavian Actuarial Journal, 1970
Abstract Let us consider the renewal equation where z(x) and the proper probability distribution F(x) on (0,∞) are given. Let µ = ∫0 ∞ x dF(x), the case µ = ∞ is not excluded. Then the following theorem is equivalent to the renewal theorem (see Feller [2]). Theorem 1.1. If z is directly Riemann integrable and F is not arithmetic, then .
Hans U Gerber
openaire   +4 more sources

Some problems in the collective theory of risk

Scandinavian Actuarial Journal, 1950
Abstract In most works treating the ruin problem of an insurance company, the probability of ruin some time in the future is chiefly considered. The time variable is thus eliminated, which in most respects simplifies the problem theoretically. But as well from theoretical as from practical points of view it is also of interest to know the probability ...
openaire   +4 more sources

Home - About - Disclaimer - Privacy