Ruin probabilities in the compound binomial model
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Publication:689578
DOI10.1016/0167-6687(93)90823-8zbMath0778.62099OpenAlexW2008392065MaRDI QIDQ689578
Publication date: 24 October 1994
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(93)90823-8
generating functionsdiscrete timerandom walkcompound Poisson modelexplicit formulamixed Poisson distributionLagrange's expansionGambler's ruinclaim severity distributioncompound geometricfinite time ruin probabilitiesstate- space compound binomial modelultimate ruin probabilities
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