On the distribution of the claim causing ruin
type: Item
instance of: scholarly article
title: On the distribution of the claim causing ruin
zbMATH Open document ID: 0783.62083
DOI: 10.1016/0167-6687(93)90824-9
author: David C. M. Dickson
published in: Insurance Mathematics \& Economics
publication date: 1993-12-12T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62E15
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 445327
zbMATH Keywords: probability of ruin
zbMATH Keywords: surplus prior to ruin
zbMATH Keywords: numerical examples
zbMATH Keywords: tables
zbMATH Keywords: claim causing ruin
zbMATH Keywords: compound Poisson process
zbMATH Keywords: initial surplus
zbMATH Keywords: discrete time risk model
zbMATH Keywords: recursive method
MaRDI profile type: Publication
full work available at URL: 0167-6687(93)90824-9
OpenAlex ID: W2035764996
cites work: Recursive calculation of finite-time ruin probabilities
cites work: On the distribution of the surplus prior to ruin
cites work: The surpluses immediately before and at ruin, and the amount of the claim causing ruin
cites work: Q3868650
description: scientific article; zbMATH DE number 445327