分野別セミナー

In non-life insurance mathematics, many important quantities, e.g., ruin probability, IBNR-claims, dividends up to ruin etc., satisfy (possiblydefective) renewal equations.

In this talk, we introduce some statistical evaluations for solutions to renewal type equations, and especially focus on an asymptotic expansion approach to those solutions.

We will give a validity of the expansion as well as numerical studies for some ruin-related quantities in insurance.