The Distribution of the Time to Ruin in the Classical Risk Model

We study the distribution of the time to ruin in the classical risk model. We consider some methods of calculating this distribution...

Year of publication:	2002-11-01
Authors:	Dickson, David C.M. ; Waters, Howard R.
Institutions:	International Actuarial Association / Actuarial Studies in Non-Life Insurance
Published in:	Casualty Actuarial Society - Publications ASTIN Bulletin ; Vol.32 - No.2 - 2002, 299-313
Subject:	Versicherungsbetriebslehre \| insurance management \| Versicherungsmathematik \| Ruintheorie \| rmite time ruin probabilities

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Extent:	710656 bytes 15 p. application/pdf
Type of publication:	Article
Language:	English
Classification:	Management of insurance ; Insurance Industry ; Individual Articles ; No country specification
Source:	USB Cologne (business full texts)

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