On the asymptotic behavior of insurance company reserve
Vestnik Tverskogo gosudarstvennogo universiteta. Seriâ Prikladnaâ matematika, no. 2 (2020), pp. 35-48
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In the paper general results concerning the asymptotic behavior of isurance company reserve in the case of random number of clients are proved. Two examples (sums of independent random variables and three-point symmetric distribution) are presented.
Keywords: reserve of insurance company, sample of random size, asymptotic expansions, three-point symmetric distributionl, asymptotic deficiency.
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V. E. Bening. On the asymptotic behavior of insurance company reserve. Vestnik Tverskogo gosudarstvennogo universiteta. Seriâ Prikladnaâ matematika, no. 2 (2020), pp. 35-48. http://geodesic.mathdoc.fr/item/VTPMK_2020_2_a2/

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