On some measures of the severity of ruin in the classical Poisson model
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Publication:1333587
DOI10.1016/0167-6687(94)00006-9zbMath0813.62093MaRDI QIDQ1333587
Publication date: 15 September 1994
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(94)00006-9
martingales; Poisson model; duration of ruin; collective risk theory; cost of recovery; maximal severity of ruin; ruin of an insurance company
62P05: Applications of statistics to actuarial sciences and financial mathematics
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Cites Work
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- Martingales and insurance risk
