A cyclic approach on classical ruin model
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DOI: 10.1016/j.insmatheco.2020.01.005
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References listed on IDEAS
- Lin, X. Sheldon & Willmot, Gordon E., 1999. "Analysis of a defective renewal equation arising in ruin theory," Insurance: Mathematics and Economics, Elsevier, vol. 25(1), pages 63-84, September.
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- Claude Lefèvre & Stéphane Loisel, 2008. "On Finite-Time Ruin Probabilities for Classical Risk Models," Post-Print hal-00168958, HAL.
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More about this item
Keywords
Ballot theorem; Ruin probability; Stationary and independent increment; Law of large numbers; Deficit at ruin;All these keywords.
JEL classification:
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
Statistics
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