Abstract
An alternative expression for the coefficients in the rum probability for the classical rum model with translated combination of exponential claims is derived.
Keywords: Probability of ruin, translated combination of exponentials
Volume
20:1
Page
113-114
Year
1990
Categories
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
Probability of Ruin
Financial and Statistical Methods
Loss Distributions
Financial and Statistical Methods
Statistical Models and Methods
Publications
ASTIN Bulletin
