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JOURNALS // Vestnik TVGU. Seriya: Prikladnaya Matematika [Herald of Tver State University. Series: Applied Mathematics] // Archive

Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2025, Issue 2, Pages 5–21 (Mi vtpmk733)

Theory of Probability and Mathematical Statistics

On the asymptotic behavior of insurance company reserve in the case of random number of clients

V. E. Beningab

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

Abstract: The paper considers the asymptotic behavior of the average total losses of an organization at risk in the case when the number of factors leading to the loss is random. 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 results are considered. The first example concerns a truncated binomial distribution, while the second example considers a truncated Poisson distribution. These distributions describe the number of random factors that lead to losses.

Keywords: insurance company reserve, sample with random size, asymptotic expansion, truncated Poisson and binomial distributions.

UDC: 519.2

Received: 27.03.2025
Revised: 20.04.2025

DOI: 10.26456/vtpmk733



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© Steklov Math. Inst. of RAS, 2025