Optimum claims truncation of an insurance firm with a compound Poisson claim process : a diffusion approximation

Charles S. Tapiero; Dror Zuckerman

RAIRO - Operations Research - Recherche Opérationnelle (1980)

  • Volume: 14, Issue: 2, page 129-136
  • ISSN: 0399-0559

How to cite

top

Tapiero, Charles S., and Zuckerman, Dror. "Optimum claims truncation of an insurance firm with a compound Poisson claim process : a diffusion approximation." RAIRO - Operations Research - Recherche Opérationnelle 14.2 (1980): 129-136. <http://eudml.org/doc/104754>.

@article{Tapiero1980,
author = {Tapiero, Charles S., Zuckerman, Dror},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
keywords = {insurance firm; compound Poisson claim process; diffusion approximation},
language = {eng},
number = {2},
pages = {129-136},
publisher = {EDP-Sciences},
title = {Optimum claims truncation of an insurance firm with a compound Poisson claim process : a diffusion approximation},
url = {http://eudml.org/doc/104754},
volume = {14},
year = {1980},
}

TY - JOUR
AU - Tapiero, Charles S.
AU - Zuckerman, Dror
TI - Optimum claims truncation of an insurance firm with a compound Poisson claim process : a diffusion approximation
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 1980
PB - EDP-Sciences
VL - 14
IS - 2
SP - 129
EP - 136
LA - eng
KW - insurance firm; compound Poisson claim process; diffusion approximation
UR - http://eudml.org/doc/104754
ER -

References

top
  1. 1. K. BORCH, The Mathematical Theory of Insurance, Lexington Books, Lexington Mass, 1974. Zbl0363.90065
  2. 2. H. BUHLMANN, Mathematical Methods in Risk Theory, Springer-Verlag, Bonn, 1970. Zbl0859.90051MR278448
  3. 3. C. S. TAPIERO and D. ZUCKERMAN, The Optimum Policies of an Insurance Firm with a Compound Poisson Claim Process, Working paper Hebrew University, January, 1978. Zbl0437.62098

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.