On the distribution of the surplus prior to ruin
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Publication:1209475
DOI10.1016/0167-6687(92)90026-8zbMath0770.62090OpenAlexW2071353079MaRDI QIDQ1209475
Publication date: 16 May 1993
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(92)90026-8
compound Poisson processaggregate claim amountseverity of ruinclassical risk modelsurplus prior to ruininitial surplusrecursive calculationpremium rateconstant intensityprobability of ultimate ruin
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