Convolution of uniform distributions and ruin probability
- 1 July 1987
- journal article
- research article
- Published by Taylor & Francis in Scandinavian Actuarial Journal
- Vol. 1987 (3-4) , 191-197
- https://doi.org/10.1080/03461238.1987.10413827
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.Keywords
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