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Teoriya Veroyatnostei i ee Primeneniya, 1993, Volume 38, Issue 2, Pages 374–416 (Mi tvp3947)  
This article is cited in 45 scientific papers (total in 45 papers)

Some aspects of insurance mathematics

P. Embrechts, C. Klüppelberga

a Deparment of Mathematics, ETH-Zentrum, Zurich, Switzerland
Full-text PDF (2339 kB) Citations (45)
Abstract: This paper was written on the invitation of the editors of this journal and is, in general, a review. Its aim is to show how the theory of probability and mathematical statistics are applied for solving problems of the insurance field. In § 2 a description of the basic probabilistic models in risk theory is given and the problems connected with the structure of the insurance payments are considered. Section 3 is devoted to income aspect of insurance activities and the sizes of the insurance payments are under consideration. Statistical aspects of insurance mathematics are considered in § 4.
Keywords: insurance mathematics, risk theory, Poisson and compound Poisson models, Cox processes, the Cramér–Lundberg theorem, martingales, optional stopping theorem, piecewise deterministic Markov processes, general insurance risk model.
Received: 03.12.1992
English version:
Theory of Probability and its Applications, 1993, Volume 38, Issue 2, Pages 262–295
DOI: https://doi.org/10.1137/1138025
Bibliographic databases:
Language: Russian
Citation: P. Embrechts, C. Klüppelberg, “Some aspects of insurance mathematics”, Teor. Veroyatnost. i Primenen., 38:2 (1993), 374–416; Theory Probab. Appl., 38:2 (1993), 262–295
Citation in format AMSBIB
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\by P.~Embrechts, C.~Kl\"uppelberg
\paper Some aspects of insurance mathematics
\jour Teor. Veroyatnost. i Primenen.
\yr 1993
\vol 38
\issue 2
\pages 374--416
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1317985}
\zmath{https://zbmath.org/?q=an:0803.62092}
\transl
\jour Theory Probab. Appl.
\yr 1993
\vol 38
\issue 2
\pages 262--295
\crossref{https://doi.org/10.1137/1138025}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1993NY72300006}
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  • https://www.mathnet.ru/eng/tvp/v38/i2/p374
    • This publication is cited in the following 45 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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