A collective risk comparative study

DOI10.1016/0167-6687(87)90007-2zbMath0602.62095OpenAlexW2076744440MaRDI QIDQ1082026

John A. Beekman, Clinton P. Fuelling

Publication date: 1987

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(87)90007-2

zbMATH Keywords

compound Poisson processconvolution methodcollective risk comparative studyincomplete gamma function methodInfinite time ruin probabilitiesinverse Gaussian methodreal-life example

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (4)

An improvement to the convolution method of calculating \(\psi\) (u) ⋮ Calculation of the probability of eventual ruin by Beekman's convolution series ⋮ “Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends,” Hans U. Gerber and Elias S. W. Shiu, July 2003 ⋮ Integration of technical, cost, and schedule risks in project management

Uses Software

• MACSYMA

Cites Work

• A series for infinite time ruin probabilities
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