Rational ruin problems - a note for the teacher
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Publication:756905
DOI10.1016/0167-6687(91)90020-XzbMath0723.62066MaRDI QIDQ756905
Hans U. Gerber, François Dufresne
Publication date: 1991
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
probability of ruinmixture of exponential distributionscombination of exponential distributionsuser friendly examples of ruin theory problems
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical tables (62Q05)
Related Items (4)
On moments based Padé approximations of ruin probabilities ⋮ On two families of bivariate distributions with exponential marginals: aggregation and capital allocation ⋮ The Time Value of Ruin in a Sparre Andersen Model ⋮ Valuing equity-linked death benefits in jump diffusion models
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