Tapiero, Charles S.; Zuckerman, Dror Optimum claims truncation of an insurance firm with a compound Poisson claim process: A diffusion approximation. (English) Zbl 0437.62098 RAIRO, Rech. Opér. 14, 129-136 (1980). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page MSC: 62P05 Applications of statistics to actuarial sciences and financial mathematics 60J70 Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) Keywords:insurance firm; compound Poisson claim process; diffusion approximation PDFBibTeX XMLCite \textit{C. S. Tapiero} and \textit{D. Zuckerman}, RAIRO, Rech. Opér. 14, 129--136 (1980; Zbl 0437.62098) Full Text: DOI EuDML