Journal article
Calculation of the probability of eventual ruin by Beekman's convolution series
Insurance, mathematics & economics, Vol.7(1), pp.41-47
1988
DOI: 10.1016/0167-6687(88)90095-9
Abstract
This paper presents an algorithm for evaluating the probability of eventual ruin in a collective risk model. The method is based on Beekman's convolution series for the ruin probability. It is assumed that the claim number process is Poisson and the individual claim amounts take on integer values only.
Details
- Title: Subtitle
- Calculation of the probability of eventual ruin by Beekman's convolution series
- Creators
- Elias S.W Shiu - University of Manitoba
- Resource Type
- Journal article
- Publication Details
- Insurance, mathematics & economics, Vol.7(1), pp.41-47
- Publisher
- Elsevier B.V
- DOI
- 10.1016/0167-6687(88)90095-9
- ISSN
- 0167-6687
- eISSN
- 1873-5959
- Language
- English
- Date published
- 1988
- Academic Unit
- Statistics and Actuarial Science
- Record Identifier
- 9984257613902771
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