It is known that the classical ruin function under exponential claim-size distribution depends on two parameters, which … random, thus, a loss function that measures the loss sustained by a decision-maker who takes as valid a ruin function which … parameters, the issue of estimating the ruin function derives in a mixture procedure. Firstly, a bivariate distribution for …

It is known that the classical ruin function under exponential claim-size distribution depends on two parameters, which … random, thus, a loss function that measures the loss sustained by a decision-maker who takes as valid a ruin function which … parameters, the issue of estimating the ruin function derives in a mixture procedure. Firstly, a bivariate distribution for …