Insurance and risk theory
Éditeur :
Springer
ISBN :
9789027722034
Date de publication :
31 mars 1986
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Nederlands
In risk theory developed to describe insurance companies [1,2,3,4,5J, the ruin probability of a company with initial reserve (capital) u is 6 1 -:;-7;;f3 u 1jJ(u) = H6 e H6 (1) Here,we assume that claims arrive as a Poisson process, and the claim amount is distributed as exponential distribution with expectation liS.