A note on the adjustment coefficient in ruin theory
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Publication:1074281
DOI10.1016/0167-6687(86)90039-9zbMath0589.62090OpenAlexW2044005419MaRDI QIDQ1074281
Publication date: 1986
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(86)90039-9
moment generating functionruin theorycounterexamplesadjustment coefficientNecessary and sufficient conditions
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Cites Work
