V. E. Bening, “On the asymptotic behavior of insurance company reserve”, Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2020, Issue 2,Pages <nobr>35

This article is cited in 4 papers

Theory of Probability and Mathematical Statistics

On the asymptotic behavior of insurance company reserve

V. E. Bening^ab

^a Lomonosov Moscow State University, Moscow
^b Institute of Informatics Problems of the Russian Academy of Sciences, Moscow

Abstract: 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.

UDC: 519.2

Received: 20.05.2020
Revised: 30.05.2020

DOI: 10.26456/vtpmk594