Representation of a time-discrete probability of eventual ruin
From MaRDI portal
Publication:1122916
DOI10.1016/0167-6687(89)90029-2zbMath0676.62085MaRDI QIDQ1122916
Publication date: 1989
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(89)90029-2
Beekman's convolution series; ladder-height distribution; time-discrete probability of eventual ruin
62P05: Applications of statistics to actuarial sciences and financial mathematics
Related Items
Discrete time ruin probability with Parisian delay, Ruin Probabilities in the Compound Markov Binomial Model, Joint Distributions of Some Ruin Related Quantities in the Compound Binomial Risk Model, Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences, Ruin probabilities in the compound binomial model, Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model, Parisian ruin for the dual risk process in discrete-time, Some results on the compound Markov binomial model
Cites Work