Article révisé par les pairs
| Résumé : | 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. © 1982, International Actuarial Association. All rights reserved. |
