Discounted probabilities and ruin theory in the compound binomial model

DOI10.1016/S0167-6687(99)00053-0zbMath1013.91063MaRDI QIDQ1584519

Elias S. W. Shiu, Shixue Cheng, Hans U. Gerber

Publication date: 18 February 2001

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(99)00053-0

zbMATH Keywords

ruin probability; risk theory; compound binomial model

Mathematics Subject Classification ID

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