Harald Cramer 1893-1985

Blom, G. (1987). Harald Cramer 1893-1985.

Type

Unclassified

Intellectual base

Unclassified

Year

1987

DOI

10.1214/aos/1176350596

Link

https://doi.org/10.1214/aos/1176350596

Cited by

1 citation across 1 artifact.

Domain-specific

• Ruin theory
  • … transfers from In the Cramér–Lundberg model, a compound Poisson claim process is subtracted from linear premium income and ruin is the first negative surplus. to Actuarial use validates tails, dependence and parameter uncertainty and treats model ruin probability as one solvency input rather than a guarantee..

Verification

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Registry ID ref:111e1c03456e · see in the full table