Rational ruin problems - a note for the teacher

DOI10.1016/0167-6687(91)90020-XzbMATH Open0723.62066MaRDI QIDQ756905FDOQ756905

Authors: François Dufresne, H. U. Gerber 

Publication date: 1991

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

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zbMATH Keywords

probability of ruinmixture of exponential distributionscombination of exponential distributionsuser friendly examples of ruin theory problems

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical tables (62Q05)

Cites Work

• Title not available (Why is that?)

Cited In (4)

• The Time Value of Ruin in a Sparre Andersen Model
• Valuing equity-linked death benefits in jump diffusion models
• On two families of bivariate distributions with exponential marginals: aggregation and capital allocation
• On moments based Padé approximations of ruin probabilities

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