Geodesic
Continuity theorems and algorithmical problems in classical risk model
Dalʹnevostočnyj matematičeskij žurnal, Tome 10 (2010) no. 2, pp. 153-161

Voir la notice de l'article provenant de la source Math-Net.Ru

In this paper an analog of the Bernstein theorem about an approximation of a probability distribution by a mixture of exponential distribution is proved in the metric $L_1$. Different generalizations of classical risk model on a case of dependent financial and insurance risks are constructed. In this case a possibility of a paralleling of algorithms of ruin probability calculation is analyzed. 
@article{DVMG_2010_10_2_a4,
     author = {T. A. Kalmykova and Yu. N. Kharchenko and G. Sh. Tsitsiashvili},
     title = {Continuity theorems and algorithmical problems in classical risk model},
     journal = {Dalʹnevosto\v{c}nyj matemati\v{c}eskij \v{z}urnal},
     pages = {153--161},
     publisher = {mathdoc},
     volume = {10},
     number = {2},
     year = {2010},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/DVMG_2010_10_2_a4/}
}
TY  - JOUR
AU  - T. A. Kalmykova
AU  - Yu. N. Kharchenko
AU  - G. Sh. Tsitsiashvili
TI  - Continuity theorems and algorithmical problems in classical risk model
JO  - Dalʹnevostočnyj matematičeskij žurnal
PY  - 2010
SP  - 153
EP  - 161
VL  - 10
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/DVMG_2010_10_2_a4/
LA  - ru
ID  - DVMG_2010_10_2_a4
ER  - 
%0 Journal Article
%A T. A. Kalmykova
%A Yu. N. Kharchenko
%A G. Sh. Tsitsiashvili
%T Continuity theorems and algorithmical problems in classical risk model
%J Dalʹnevostočnyj matematičeskij žurnal
%D 2010
%P 153-161
%V 10
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/DVMG_2010_10_2_a4/
%G ru
%F DVMG_2010_10_2_a4
T. A. Kalmykova; Yu. N. Kharchenko; G. Sh. Tsitsiashvili. Continuity theorems and algorithmical problems in classical risk model. Dalʹnevostočnyj matematičeskij žurnal, Tome 10 (2010) no. 2, pp. 153-161. http://geodesic.mathdoc.fr/item/DVMG_2010_10_2_a4/