Ruin probabilities in the compound binomial model (Q689578)
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scientific article; zbMATH DE number 445326
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probabilities in the compound binomial model |
scientific article; zbMATH DE number 445326 |
Statements
Ruin probabilities in the compound binomial model (English)
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24 October 1994
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Lagrange's expansion
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random walk
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Gambler's ruin
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compound geometric
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explicit formula
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finite time ruin probabilities
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discrete time
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state- space compound binomial model
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generating functions
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ultimate ruin probabilities
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compound Poisson model
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claim severity distribution
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mixed Poisson distribution
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