Tallenna
Insurance and Risk Theory
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.
- Toimittaja
- Marc Goovaerts, F. Etienne De Vylder, J. Haezendonck
- Painos
- Softcover reprint of the original 1st ed. 1986
- ISBN
- 9789401085533
- Kieli
- englanti
- Paino
- 310 grammaa
- Julkaisupäivä
- 4.10.2011
- Kustantaja
- Springer
- Sivumäärä
- 488
