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account. Due to this procedure many possibilities for modeling are included. Some of them are illustrated by suitable data. Finally, several problems and possible solutions related to the fit of a claim number distribution are discussed. Thereby the goodness of fit to real data of some distributions is examined.
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The paper provides a synthesis of the area and suggests directions for future research.
MOI: MODELING GENERAL ## 084001 (M01) Construction of graduated rates of decrements in small portfolios Kolster N., Bli~tter der Deutschen Gellschafi far Versicherungsmathematik, Band The deregulation of the European Life-insurance market made detailed knowledge of risks in a company's segmented p
## 261 the criterion for optimality to minimizing the probability of ruin, either in discrete or continuous time. They investigate this problem through a series of case studies based on a real portfolio. Keyword~: reinsurance, optimal retention levels, finite time ruin, translated gamma process.