On the density and moments ot the time of ruin with exponential claims

The probability density function of the time of ruin in the classical model with exponential claim sizes is obtained directly by inversion of the associated Laplace transform.

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Year of publication:	2003-05-01
Authors:	Drekic, Steve ; Willmot, Gordon E.
Institutions:	International Actuarial Association / Actuarial Studies in Non-Life Insurance
Published in:	Casualty Actuarial Society - Publications ASTIN BULLETIN, Vol.33, No.1, 2003, pp.11-21
Subject:	Versicherungsbetriebslehre \| insurance management \| Versicherungswirtschaft \| Versicherungsmathematik \| Ruintheorie \| rmite time ruin probabilities

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Extent:	269312 bytes 11 p. application/pdf
Type of publication:	Article
Language:	English
Classification:	Management of insurance ; Insurance Industry ; Individual Articles ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005847032