The surpluses immediately before and at ruin, and the amount of the claim causing ruin
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Publication:1121630
DOI10.1016/0167-6687(88)90076-5zbMath0674.62072OpenAlexW1964800953MaRDI QIDQ1121630
Hans U. Gerber, François Dufresne
Publication date: 1988
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(88)90076-5
ruincompound Poisson modelsurpluscollective risk theorycombination of exponential distributionsclaim amount distributionrate of premium income
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