Discounted probabilities and ruin theory in the compound binomial model

Insurance: Mathematics and Economics

Volumn 26, Issue 2-3, 2000, Pages 239-250

  Cheng, Shixue ^a   Gerber, Hans U ^b   Shiu, Elias S W ^c  

^a RENMIN UNIVERSITY OF CHINA   (China)

^b UNIVERSITY OF LAUSANNE   (Switzerland)

^c UNIVERSITY OF IOWA   (United States)

Author keywords

Compound binomial model; Deficit at ruin; Risk theory; Ruin probability; Time of ruin

Indexed keywords

EID: 0034621113     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(99)00053-0     Document Type: Article

References (18)

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