The surpluses immediately before and at ruin, and the amount of the claim causing ruin
type: Item
instance of: scholarly article
title: The surpluses immediately before and at ruin, and the amount of the claim causing ruin
zbMATH Open document ID: 0674.62072
DOI: 10.1016/0167-6687(88)90076-5
author: François Dufresne
author: H. U. Gerber
published in: Insurance Mathematics \& Economics
publication date: 1988-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 4104236
zbMATH Keywords: compound Poisson model
zbMATH Keywords: collective risk theory
zbMATH Keywords: surplus
zbMATH Keywords: ruin
zbMATH Keywords: claim amount distribution
zbMATH Keywords: rate of premium income
zbMATH Keywords: combination of exponential distributions
MaRDI profile type: Publication
full work available at URL: 0167-6687(88)90076-5
OpenAlex ID: W1964800953
cites work: The probability and severity of ruin for combinations of exponential claim amount distributions and their translations
cites work: Q5512461
description: scientific article; zbMATH DE number 4104236