On the distribution of the claim causing ruin (Q689579)
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scientific article; zbMATH DE number 445327
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the distribution of the claim causing ruin |
scientific article; zbMATH DE number 445327 |
Statements
On the distribution of the claim causing ruin (English)
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12 December 1993
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probability of ruin
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surplus prior to ruin
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numerical examples
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tables
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claim causing ruin
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compound Poisson process
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initial surplus
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discrete time risk model
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recursive method
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0.8656421303749084
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0.8566954731941223
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0.8517453074455261
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0.8414693474769592
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0.8409146666526794
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