THE SURPLUSES IMMEDIATELY BEFORE AND AT RUIN, AND THE AMOUNT OF THE CLAIM CAUSING RUIN

被引:61
作者
DUFRESNE, F
GERBER, HU
机构
关键词
D O I
10.1016/0167-6687(88)90076-5
中图分类号
F [经济];
学科分类号
02 ;
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页码:193 / 199
页数:7
相关论文
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BOWERS NL, 1987, ACTUARIAL MATH
[2]   THE PROBABILITY AND SEVERITY OF RUIN FOR COMBINATIONS OF EXPONENTIAL CLAIM AMOUNT DISTRIBUTIONS AND THEIR TRANSLATIONS [J].
DUFRESNE, F ;
GERBER, HU .
INSURANCE MATHEMATICS & ECONOMICS, 1988, 7 (02) :75-80
[3]  
Feller W., 1966, INTRO PROBABILITY TH, V2
[4]  
Gerber H.U., 1987, ASTIN BULL, V17, P151