The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model
Year of publication: |
2012
|
---|---|
Authors: | Dickson, David C. M. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 50.2012, 3, p. 334-337
|
Subject: | Theorie | Theory | Risikomodell | Risk model | Versicherungsmathematik | Actuarial mathematics |
-
The challenge of an ageing population
(1992)
-
Risiko, Versicherung, Markt : Festschrift für Walter Karten zur Vollendung des 60. Lebensjahres
Hesberg, Dieter, (1994)
-
Gay, Roger, (1992)
- More ...
-
Moments of discounted dividends for a threshold strategy in the compound poisson risk model
Cheung, Eric C. K., (2007)
-
On the ruin time distribution for a Sparre Andersen process with exponential claim sizes
Borovkov, Konstantin A., (2007)
-
Optimal dividends under a ruin probability constraint
Dickson, David C. M., (2006)
- More ...