Convolution of uniform distributions and ruin probability

Elias S. W. Shiu

doi:10.1080/03461238.1987.10413827

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Convolution of uniform distributions and ruin probability

Journal article

Peer reviewed

Convolution of uniform distributions and ruin probability

Elias S. W. Shiu

Scandinavian actuarial journal, Vol.1987(3-4), pp.191-197

07/01/1987

DOI: 10.1080/03461238.1987.10413827

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Abstract

This paper presents an "operational calculus" method for evaluating the convolution of uniform distributions and applies it to solve a problem in ruin theory.

convolution

ruin probability

uniform distribution

Details

Title: Subtitle: Convolution of uniform distributions and ruin probability
Creators: Elias S. W. Shiu - University of Manitoba
Resource Type: Journal article
Publication Details: Scandinavian actuarial journal, Vol.1987(3-4), pp.191-197
Publisher: Taylor & Francis Group
DOI: 10.1080/03461238.1987.10413827
ISSN: 0346-1238
eISSN: 1651-2030
Language: English
Date published: 07/01/1987
Academic Unit: Statistics and Actuarial Science
Record Identifier: 9984257614502771

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