Discounted probabilities and ruin theory in the compound binomial model
- 1 May 2000
- journal article
- Published by Elsevier BV in Insurance: Mathematics and Economics
- Vol. 26 (2-3), 239-250
- https://doi.org/10.1016/s0167-6687(99)00053-0
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
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- On the Time Value of RuinNorth American Actuarial Journal, 1998
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- Some Comments on the Compound Binomial ModelASTIN Bulletin, 1994
- The Probability of Eventual Ruin in the Compound Binomial ModelASTIN Bulletin, 1989
- Mathematical Fun with the Compound Binomial ProcessASTIN Bulletin, 1988