Cramér-Lundberg results for the infinite time ruin probability in the compound binomial model
The compound binomial model for the risk process was introduced by Gerber (1988) and is sometimes considered as a discrete time approximation to the classical compound Poisson model in continuous time; Dickson (1994) discusses this issue. After having introduced some notation in Section 2, we descri...
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| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2022
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| Texto completo: | http://hdl.handle.net/10400.5/24470 |
| País: | Portugal |
| Oai: | oai:www.repository.utl.pt:10400.5/24470 |