Optimum claims truncation of an insurance firm with a compound Poisson claim process - A diffusion approximation

Charles Tapiero, D. Zuckerman

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)129-136
JournalRAIRO-RECHERCHE OPERATIONNELLE-OPERATIONS RESEARCH
Volume14
Issue number2
StatePublished - 1980

Cite this

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title = "Optimum claims truncation of an insurance firm with a compound Poisson claim process - A diffusion approximation",
author = "Charles Tapiero and D. Zuckerman",
year = "1980",
language = "English",
volume = "14",
pages = "129--136",
journal = "RAIRO - Operations Research",
issn = "0399-0559",
publisher = "EDP Sciences",
number = "2",

}

TY - JOUR

T1 - Optimum claims truncation of an insurance firm with a compound Poisson claim process - A diffusion approximation

AU - Tapiero, Charles

AU - Zuckerman, D.

PY - 1980

Y1 - 1980

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VL - 14

SP - 129

EP - 136

JO - RAIRO - Operations Research

JF - RAIRO - Operations Research

SN - 0399-0559

IS - 2

ER -