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~person:"Waters, Howard R."
~subject:"Theorie"
~subject:"Versicherungsbetriebslehre"
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Optimal dynamic XL reinsurance
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rmite time ruin probabilities
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Waters, Howard R.
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The Distribution of the Time to Ruin in the Classical Risk Model
Dickson, David C.M.
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Waters, Howard R.
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International Actuarial Association / Actuarial Studies …
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2002
We study the distribution of the time to ruin in the classical risk model. We consider some methods of calculating this distribution...
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