𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The finite-time ruin probability under the compound binomial risk model

✍ Scribed by Shuanming Li, Kristina P. Sendova


Book ID
120723209
Publisher
Springer-Verlag
Year
2013
Tongue
English
Weight
388 KB
Volume
3
Category
Article
ISSN
2190-9733

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Discounted probabilities and ruin theory
✍ Shixue Cheng; Hans U. Gerber; Elias S.W. Shiu πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 93 KB

The aggregate claims are modeled as a compound binomial process, and the individual claim amounts are integer-valued. We study f(x, y; u), the "discounted" probability of ruin for an initial surplus u, such that the surplus just before ruin is x and the deficit at ruin is y. This function can be use