𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Finite-Time Ruin Probabilities for Discrete, Possibly Dependent, Claim Severities

✍ Scribed by Claude Lefèvre; Stéphane Loisel

Book ID
106457356
Publisher
Springer US
Year
2009
Tongue
English
Weight
423 KB
Volume
11
Category
Article
ISSN
1387-5841

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Asymptotic finite-time ruin probabilitie
Asymptotic finite-time ruin probabilities for a class of path-dependent heavy-tailed claim amounts using Poisson spacings
✍ Romain Biard; Claude Lefèvre; Stéphane Loisel; Haikady N. Nagaraja 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 497 KB 👁 2 views

In the compound Poisson risk model, several strong hypotheses may be found too restrictive to describe accurately the evolution of the reserves of an insurance company. This is especially true for a company that faces natural disaster risks like earthquake or flooding. For such risks, claim amounts