Corrigendun to “The moments of ruin time in the classical risk model with discrete claim size distribution” [Insurance: Mathematics and Economics 23 (1998) 157–172]

The moments of ruin time in the classica

The moments of ruin time in the classical risk model with discrete claim size distribution

✍ Philippe Picard; Claude Lefèvre 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 544 KB

Firstly exact simple expressions are given for the moments Mr = Eo(Trl{T<~}) when the initial reserves are equal to zero. Then for positive initial reserves the same moments are expressed very compactly through the Mr's, and the polynomials e,~(O = eXtP(St = n), n = 0, 1 .... In both cases the resul