Representation of a time-discrete probability of eventual ruin

DOI10.1016/0167-6687(89)90029-2zbMath0676.62085OpenAlexW2063348944MaRDI QIDQ1122916

S. H. Smith

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1016/0167-6687(89)90029-2

zbMATH Keywords

Beekman's convolution seriesladder-height distributiontime-discrete probability of eventual ruin

Mathematics Subject Classification ID

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

Related Items (8)

Parisian ruin for the dual risk process in discrete-time ⋮ Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences ⋮ Discrete time ruin probability with Parisian delay ⋮ Ruin probabilities in the compound binomial model ⋮ Joint Distributions of Some Ruin Related Quantities in the Compound Binomial Risk Model ⋮ Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model ⋮ Ruin Probabilities in the Compound Markov Binomial Model ⋮ Some results on the compound Markov binomial model

Cites Work

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