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ArticleRuin probabilities in the compound binomial model

Gordon E. Willmot1993

Article1993

Ruin probabilities in the compound binomial model

Gordon E. Willmot

102 citations·0/0 files stored·Insurance Mathematics and Economics

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Probability and Risk Models Insurance and Financial Risk Management Probability and Statistical Research

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References

1979An introduction to mathematical risk theory 1987Stochastic Modelling and Analysis: A Computational Approach.1986Actuarial Mathematics.1981Recursive Evaluation of a Family of Compound Distributions 1994Insurance Risk Models 1987Stochastic modelling and analysis: A computational approach,1988Mathematical Fun with the Compound Binomial Process 1989The Probability of Eventual Ruin in the Compound Binomial Model

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2000Discounted probabilities and ruin theory in the compound binomial model 2004Collective Risk Theory 1994Some Comments on the Compound Binomial Model 2006The compound binomial risk model with time-correlated claims 2003Ruin Probabilities in the Compound Markov Binomial Model 1995Some Stable Algorithms in Ruin Theory and Their Applications 2004

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Year1993

Typearticle

Published1993-04-01

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations102

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/0167-6687(93)90823-8

openalex_workW2008392065

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