Convolution of uniform distributions and ruin probability

DOI10.1080/03461238.1987.10413827zbMath0639.62090OpenAlexW2072344438MaRDI QIDQ3780324

Elias S. W. Shiu

Publication date: 1987

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1987.10413827

zbMATH Keywords

ruin probabilityliterature reviewconvolution of uniform distributionscollective-risk- theory

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15)

Related Items (6)

Calculation of the probability of eventual ruin by Beekman's convolution series ⋮ Further use of Shiu's approach to the evaluation of ultimate ruin probabilities ⋮ On Evaluation of the Conditional Distribution of the Deficit at the Time of Ruin ⋮ Approximation by \(B\)-spline convolution operators. A probabilistic approach ⋮ Approximations of ruin probabilities in mixed Poisson models with lattice claim amounts ⋮ On the infinite-horizon probability of (non)ruin for integer-valued claims

Cites Work

• Ratios of Normal Variables and Ratios of Sums of Uniform Variables
• On the Probability Distribution of the Sum of Uniformly Distributed Random Variables
• The frequency distribution of the sample mean where each member of the sample is drawn from a different rectangular distribution
• A Note on the Convolution of Uniform Distributions
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