Abstract
AbstractThis paper derives several formulas for the probability of eventual ruin in a discrete-time model. In this model, the number of claims process is assumed to be binomial. The claim amounts, premium rate and initial surplus are assumed to be integer-valued.
Publisher
Cambridge University Press (CUP)
Subject
Economics and Econometrics,Finance,Accounting
Reference25 articles.
1. Calculation of the probability of eventual ruin by Beekman's convolution series;Shiu;Insurance: Mathematics and Economics,1988
2. On Gerber's fun
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