Rational ruin problems - a note for the teacher

Details

Serval ID
serval:BIB_CE751BDB84F4
Type
Article: article from journal or magazin.
Collection
Publications
Title
Rational ruin problems - a note for the teacher
Journal
Insurance: Mathematics and Economics
Author(s)
Dufresne F., Gerber H. U.
Publication state
Published
Issued date
1991
Volume
10
Number
1
Pages
21-29
Abstract
It is shown how user friendly examples of ruin theory problems can be constructed, i.e., examples where all the parameters are integers or rational numbers. Tables containing more than 200 such examples are provided.
Keywords
Probability of ruin, Combination of exponential distributions, Mixture of exponential distributions
Create date
19/11/2007 11:48
Last modification date
20/08/2019 16:49
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