no. 2
Optimum claims truncation of an insurance firm with a compound Poisson claim process : a diffusion approximation
RAIRO - Operations Research - Recherche Opérationnelle, Tome 14 (1980) no. 2, pp. 129-136. 
@article{RO_1980__14_2_129_0,
     author = {Tapiero, Charles S. and Zuckerman, Dror},
     title = {Optimum claims truncation of an insurance firm with a compound {Poisson} claim process : a diffusion approximation},
     journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
     pages = {129--136},
     publisher = {EDP-Sciences},
     volume = {14},
     number = {2},
     year = {1980},
     mrnumber = {575660},
     zbl = {0437.62098},
     language = {en},
     url = {http://archive.numdam.org/item/RO_1980__14_2_129_0/}
}
TY  - JOUR
AU  - Tapiero, Charles S.
AU  - Zuckerman, Dror
TI  - Optimum claims truncation of an insurance firm with a compound Poisson claim process : a diffusion approximation
JO  - RAIRO - Operations Research - Recherche Opérationnelle
PY  - 1980
SP  - 129
EP  - 136
VL  - 14
IS  - 2
PB  - EDP-Sciences
UR  - http://archive.numdam.org/item/RO_1980__14_2_129_0/
LA  - en
ID  - RO_1980__14_2_129_0
ER  - 
%0 Journal Article
%A Tapiero, Charles S.
%A Zuckerman, Dror
%T Optimum claims truncation of an insurance firm with a compound Poisson claim process : a diffusion approximation
%J RAIRO - Operations Research - Recherche Opérationnelle
%D 1980
%P 129-136
%V 14
%N 2
%I EDP-Sciences
%U http://archive.numdam.org/item/RO_1980__14_2_129_0/
%G en
%F RO_1980__14_2_129_0
Tapiero, Charles S.; Zuckerman, Dror. Optimum claims truncation of an insurance firm with a compound Poisson claim process : a diffusion approximation. RAIRO - Operations Research - Recherche Opérationnelle, Tome 14 (1980) no. 2, pp. 129-136. http://archive.numdam.org/item/RO_1980__14_2_129_0/

1. K. Borch, The Mathematical Theory of Insurance, Lexington Books, Lexington Mass, 1974.

2. H. Buhlmann, Mathematical Methods in Risk Theory, Springer-Verlag, Bonn, 1970. | MR | Zbl

3. C. S. Tapiero and D. Zuckerman, The Optimum Policies of an Insurance Firm with a Compound Poisson Claim Process, Working paper Hebrew University, January, 1978.