Reinsurance and ruin

Insurance: Mathematics and Economics

Volumn 19, Issue 1, 1996, Pages 61-80

  Dickson, David C M ^a   Waters, Howard R ^b  

^a UNIVERSITY OF MELBOURNE   (Australia)

^b HERIOT WATT UNIVERSITY   (United Kingdom)

Author keywords

Compound Poisson process; Probability of ruin; Reinsurance; Translated Gamma process

Indexed keywords

EID: 0030492769     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(96)00011-X     Document Type: Article

References (16)

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