Journal of Mathematical Sciences

, Volume 81, Issue 5, pp 3000–3004 | Cite as

Asymptotic analysis of an individual risk model with random insurance premiums

  • S. Ya. Shorgin


The factorization model of an individual claim is introduced to investiate an insurer's surplus within a general statistical individual risk model.


Factorization Model Risk Model Individual Risk Asymptotic Analysis Insurance Premium 
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Copyright information

© Plenum Publishing Corporation 1996

Authors and Affiliations

  • S. Ya. Shorgin
    • 1
  1. 1.Institute of Information TransmissionRussian Academy of SciencesMoscowRussia

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