Journal article
Ruin probability by operational calculus
Insurance, mathematics & economics, Vol.8(3), pp.243-249
1989
DOI: 10.1016/0167-6687(89)90060-7
Abstract
Two series formulas for the probability of eventual ruin in the collective risk model with a Poisson claim-number process are derived by the method of operational calculus. Some recent results of H.U. Gerber are also discussed.
Details
- Title: Subtitle
- Ruin probability by operational calculus
- Creators
- Elias S.W Shiu - University of Manitoba
- Resource Type
- Journal article
- Publication Details
- Insurance, mathematics & economics, Vol.8(3), pp.243-249
- Publisher
- Elsevier B.V
- DOI
- 10.1016/0167-6687(89)90060-7
- ISSN
- 0167-6687
- eISSN
- 1873-5959
- Language
- English
- Date published
- 1989
- Academic Unit
- Statistics and Actuarial Science
- Record Identifier
- 9984257621302771
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