On the Ruin Probability under a Class of Risk Processes

In this paper a class of risk processes in which claims occur as a renewal process is studied. A clear expression for Laplace transform of the finite time ruin probability is well given when the claim amount distribution is a mixed exponential... br>

MoreLess

Year of publication:	2002-05-01
Authors:	Rongming, Wang ; Haifang, Liu
Institutions:	International Actuarial Association / Actuarial Studies in Non-Life Insurance
Published in:	Casualty Actuarial Society - Publications ASTIN BULLETIN ; Vol. 32 - No. 1 - 2002, 81-90
Subject:	Ruintheorie \| rmite time ruin probabilities

More details

Extent:	366592 bytes 10 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/10005847070