On the Mathematical Theory of Risk

Cramér, H. (1930). On the Mathematical Theory of Risk.

Type

Book chapter

Intellectual base

Review or monograph

Year

1930

Link

https://www.csun.edu/~hcmth022/comingupwithmoney/cramer.pdf

Cited from

statistics_experimental_design

Cited by

1 citation across 1 artifact.

Each citation links to the sentence it supports in the citing article.

Primes

• Poisson Process
  • In insurance and risk theory, claim arrivals are Poisson, and compound-Poisson processes underlie ruin theory.

    This sourceDevelops the collective (compound-Poisson) risk model of claim arrivals — the Cramér-Lundberg framework — underlying ruin theory.

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Registry ID ref:926f866bf55c · see in the full table