Convolution of uniform distributions and ruin probability

DOI10.1080/03461238.1987.10413827MaRDI QIDQ3780324zbMATH OpenOpenAlexFDO

Authors E. S. W. Shiu

Publication date 1987

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.1987.10413827

zbMATH Keywords

collective-risk- theoryconvolution of uniform distributionsliterature reviewruin probability

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• A Note on the Convolution of Uniform Distributions
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• scientific article; zbMATH DE number 3199130 (Why is no real title available?)
• scientific article; zbMATH DE number 3103824 (Why is no real title available?)
• On the Probability Distribution of the Sum of Uniformly Distributed Random Variables
• Ratios of Normal Variables and Ratios of Sums of Uniform Variables
• The frequency distribution of the sample mean where each member of the sample is drawn from a different rectangular distribution

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• Calculation of the probability of eventual ruin by Beekman's convolution series
• Further use of Shiu's approach to the evaluation of ultimate ruin probabilities
• Recursions for convolutions of discrete uniform distributions revisited
• Approximation by B-spline convolution operators. A probabilistic approach
• Approximations of ruin probabilities in mixed Poisson models with lattice claim amounts
• On Evaluation of the Conditional Distribution of the Deficit at the Time of Ruin
• scientific article; zbMATH DE number 4133362 (Why is no real title available?)
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• On the infinite-horizon probability of (non)ruin for integer-valued claims
• scientific article; zbMATH DE number 2169325 (Why is no real title available?)

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