Abstract
In the paper, asymptotic estimates of insurance tariffs that are least admissible for the insurer are obtained; the individual risk model and factorization model of an insurance claim for various distributions of insurance portfolio volume are considered.
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Supported by the Russian Humanitarian Scientific Foundation (grant No. 97-02-02235) and by the Russian Foundation for Fundamental Research (grant No. 93-01-00271).
Proceedings of the Seminar on Stability Problems for Stochastic Models, Moscow, Russia, 1996, Part I.
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Shorgin, S.Y. Symptotic estimates of insurance tariffs in the individual risk model. J Math Sci 89, 1559–1569 (1998). https://doi.org/10.1007/BF02362292
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DOI: https://doi.org/10.1007/BF02362292