Geodesic
On the organizations' risk reserves comparison based on the deficiency concept
Vestnik Tverskogo gosudarstvennogo universiteta. Seriâ Prikladnaâ matematika, no. 3 (2022), pp. 5-26 Cet article a éte moissonné depuis la source Math-Net.Ru

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The paper considers the asymptotic behavior of the reserve of an organization exposed to risk in the case when the number of factors leading to a loss is random. In addition to the new results, the paper contains an overview of the author's recent results concerning the asymptotic behavior of insurance company reserves. An asymptotic comparison of the activities of such organizations is carried out in terms of the necessary additional number of such factors. Two examples illustrating the obtained results are considered. The first example concerns sums of independent random variables, and the second one deals with a three-point symmetric distribution and a Poisson distribution.
Keywords: reserve of insurance company, sample of random size, asymptotic expansions, three-point symmetric distributionl, asymptotic deficiency.
Mots-clés : Poisson distribution 
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V. E. Bening. On the organizations' risk reserves comparison based on the deficiency concept. Vestnik Tverskogo gosudarstvennogo universiteta. Seriâ Prikladnaâ matematika, no. 3 (2022), pp. 5-26. http://geodesic.mathdoc.fr/item/VTPMK_2022_3_a0/

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