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A note on the ruin problem for a class of stochastic processes with interchangeable increments
Published online by Cambridge University Press: 29 August 2014
Summary
Models for the risk business of an insurance company are often constructed by weighting pure Poisson models. In this paper it is verified that it is possible to calculate the probability of ruin in such weighted models by weighting ruin probabilities of pure Poisson models.
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- Copyright © International Actuarial Association 1972
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