scientific article; zbMATH DE number 3856261

MaRDI QIDQ3324892zbMATH OpenFDO

Authors John A. Beekman

Publication date 1984

zbMATH Keywords

negative binomialcompound Poisson processconvolution type seriesdistribution of aggregate claimsinfinite time ruin function

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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• Calculation of the probability of eventual ruin by Beekman's convolution series
• A convolution identity for exchangeable risks
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• On a family of aggregate claims distributions
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