Insurance and Risk Theory
Springer, 1986
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In risk theory developed to describe insurance companies [1,2,3,4,5J, the ruin probability of a company with initial reserve (capital) u is 6 1 -:;-7;;f3 u 1jJ(u) = H6 e H6 (1) Here,we assume that claims arrive as a Poisson process, and the claim amount is distributed as exponential distribution with expectation liS.
- ISBN-13
- 9789027722034
- ISBN-10
- 902772203X
- Publisher
- Springer
- Year
- 1986
- Publication date
- 1986-03-31
- Pages
- 488
- Dimensions
- 235x155x