Ruin Probability for Translated Combination of Exponential Claims
Open Access
- 1 April 1990
- journal article
- Published by Cambridge University Press (CUP) in ASTIN Bulletin
- Vol. 20 (1) , 113-114
- https://doi.org/10.2143/AST.20.1.2005487
Abstract
An alternative expression for the coefficients in the ruin probability for the classical ruin model with translated combination of exponential claims is derived.Keywords
This publication has 3 references indexed in Scilit:
- Actuarial MathematicsJournal of Risk and Insurance, 1990
- Three Methods to Calculate the Probability of RuinASTIN Bulletin, 1989
- The probability and severity of ruin for combinations of exponential claim amount distributions and their translationsInsurance: Mathematics and Economics, 1988