Rational ruin problems - A note for the teacher

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Serval ID
serval:BIB_7B1AA57DEDF8
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Rational ruin problems - A note for the teacher
Journal
Insurance: Mathematics and Economics
Author(s)
Dufresne F., Gerber H.U.
ISSN
0167-6687
Publication state
Published
Issued date
1991
Peer-reviewed
Oui
Volume
10
Number
1
Pages
21-29
Language
english
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
OAI-PMH
oai:serval.unil.ch:BIB_7B1AA57DEDF8
DOI
10.1016/0167-6687(91)90020-X
Web of science
A1991FL26600003
Publisher's website
http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6V8N-457V1GJ-F&_user=946187&_coverDate=03%2F31%2F1991&_rdoc=4&_fmt=summary&_orig=browse&_srch=doc-info(%23toc%235875%231991%23999899998%23286786%23FLP%23display%23Volume)&_cdi=5875&_sort=d&_docanchor=&view=c&_ct=12&_acct=C000049005&_version=1&_urlVersion=0&_userid=946187&md5=13192294fba58948e07f87fb8e5576f2
Create date
19/11/2007 11:35
Last modification date
20/08/2019 15:37
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