Optimum claims truncation of an insurance firm with a compound Poisson claim process : a diffusion approximation
RAIRO - Operations Research - Recherche Opérationnelle, Tome 14 (1980) no. 2, pp. 129-136
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@article{RO_1980__14_2_129_0,
author = {Tapiero, Charles S. and Zuckerman, Dror},
title = {Optimum claims truncation of an insurance firm with a compound {Poisson} claim process : a diffusion approximation},
journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
pages = {129--136},
publisher = {EDP-Sciences},
volume = {14},
number = {2},
year = {1980},
mrnumber = {575660},
zbl = {0437.62098},
language = {en},
url = {http://geodesic.mathdoc.fr/item/RO_1980__14_2_129_0/}
}
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 SP - 129 EP - 136 VL - 14 IS - 2 PB - EDP-Sciences UR - http://geodesic.mathdoc.fr/item/RO_1980__14_2_129_0/ LA - en ID - RO_1980__14_2_129_0 ER -
%0 Journal Article %A Tapiero, Charles S. %A Zuckerman, Dror %T Optimum claims truncation of an insurance firm with a compound Poisson claim process : a diffusion approximation %J RAIRO - Operations Research - Recherche Opérationnelle %D 1980 %P 129-136 %V 14 %N 2 %I EDP-Sciences %U http://geodesic.mathdoc.fr/item/RO_1980__14_2_129_0/ %G en %F RO_1980__14_2_129_0
Tapiero, Charles S.; Zuckerman, Dror. Optimum claims truncation of an insurance firm with a compound Poisson claim process : a diffusion approximation. RAIRO - Operations Research - Recherche Opérationnelle, Tome 14 (1980) no. 2, pp. 129-136. http://geodesic.mathdoc.fr/item/RO_1980__14_2_129_0/
