On the distribution of the claim causing ruin
- 1 April 1993
- journal article
- Published by Elsevier in Insurance: Mathematics and Economics
- Vol. 12 (2) , 143-154
- https://doi.org/10.1016/0167-6687(93)90824-9
Abstract
No abstract availableThis publication has 8 references indexed in Scilit:
- The Probability and Severity of Ruin in Finite and Infinite TimeASTIN Bulletin, 1992
- On the distribution of the surplus prior to ruinInsurance: Mathematics and Economics, 1992
- Recursive Calculation of Survival ProbabilitiesASTIN Bulletin, 1991
- Mathematical Fun with the Compound Binomial ProcessASTIN Bulletin, 1988
- The surpluses immediately before and at ruin, and the amount of the claim causing ruinInsurance: Mathematics and Economics, 1988
- Distributions stationnaires d'un système bonus–malus et probabilité de ruineASTIN Bulletin, 1988
- Recursive calculation of finite-time ruin probabilitiesInsurance: Mathematics and Economics, 1988
- Recursive Evaluation of a Family of Compound DistributionsASTIN Bulletin, 1981