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Some Numerical Aspects in Transient Risk Theory*

Published online by Cambridge University Press:  29 August 2014

J. Janssen  and
Ph. Delfosse
J. Janssen
Affiliation:
Université Libre de Bruxelles
Ph. Delfosse
Affiliation:
Royale Belge
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Abstract

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We give some actual possibilities for computing numerical values in the classical risk models both in transient and asymptotical cases by introducing the concept of normed model. Some recent approximations are tested on numerical examples.

We also emphasize the interest of these methods to compute waiting time distributions (transient and stationary cases) in queueing theory.

Information

Type
Research Article
Information
ASTIN Bulletin: The Journal of the IAA , Volume 13 , Issue 2 , December 1982 , pp. 99 - 114
Copyright
Copyright © International Actuarial Association 1982

Footnotes

*

Presented at the 16th Astin Colloquium, September 27–30th, 1982, Liège, Belgium.

References

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