The moments of ruin time in the classical risk model with discrete claim size distribution

Insurance: Mathematics and Economics

Volumn 23, Issue 2, 1998, Pages 157-172

  Picard, Philippe ^a   Lefèvre, Claude ^b  

^a UNIVERSITÉ LYON 1   (France)

^b UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

Author keywords

Collective risk theory; Compound Poisson process; Generalized Appell polynomials; Generalized Taylor expansions

Indexed keywords

EID: 0032583017     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(98)00025-0     Document Type: Article

References (13)

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