Showing 1 - 10 of 32
Persistent link: https://www.econbiz.de/10001696641
Persistent link: https://www.econbiz.de/10003479355
Persistent link: https://www.econbiz.de/10003479393
We use probabilistic arguments to derive an expression for the joint density of the time of ruin and the number of claims until ruin in the classical risk model. From this we obtain a general expression for the probability function of the number of claims until ruin. We also consider the moments...
Persistent link: https://www.econbiz.de/10009308059
Persistent link: https://www.econbiz.de/10001580582
Persistent link: https://www.econbiz.de/10009544170
Persistent link: https://www.econbiz.de/10003632907
Persistent link: https://www.econbiz.de/10003797781
Persistent link: https://www.econbiz.de/10003851664
Persistent link: https://www.econbiz.de/10003938407