A mathematical model of insurer bankruptcy on a finite time interval (Q2135310): Difference between revisions
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Revision as of 05:59, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mathematical model of insurer bankruptcy on a finite time interval |
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A mathematical model of insurer bankruptcy on a finite time interval (English)
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6 May 2022
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The authors refer to the estimation of ruin probability in a finite time interval. The model being assumed is the renewal model of non-life insurance. Since the ruin probability in such a case relies on the properties of the moment-generating function of the surplus, authors actually ``derivate'' the moment-generating function of the surplus variables.
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renewal process
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non-life insurance
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estimation of ruin probability
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