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Latest revision as of 14:45, 5 March 2024

scientific article
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    17 September 1992
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    risk theory
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    stochastic methods
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    programmes
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    BASIC
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    TURBO-PASCAL
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    ruin theory
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    collective model
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    aggregate claims distribution
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    Panjer algorithm
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    individual model
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    integral equations
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    infinite planning horizon
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    free reserve
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    asymptotical results
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    renewal theory
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    homogeneous Poisson process
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    compound Poisson process
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    Beekman representation
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    Explicit ruin formulae
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    estimates of the ruin probability
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