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Explicit form of finite-time severity of ruin for phase-distributed claim sizes

✍ Scribed by Faouzi El Bantli; Mohammed Snoussi

Book ID
105618767
Publisher
Springer-Verlag
Year
1999
Tongue
German
Weight
411 KB
Volume
24
Category
Article
ISSN
1864-0281

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πŸ“œ SIMILAR VOLUMES

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 LefΓ¨vre πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 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