Insurance and Risk Theory - Nato Science Series C: - M Goovaerts - Books - Springer - 9789027722034 - March 31, 1986
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M Goovaerts
Insurance and Risk Theory - Nato Science Series C: 1986 edition

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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.

488 pages, biography

Media Books     Hardcover Book   (Book with hard spine and cover)
Released March 31, 1986
ISBN13 9789027722034
Publishers Springer
Pages 488
Dimensions 155 × 235 × 26 mm   ·   898 g
Editor De Vylder, F. Etienne
Editor Goovaerts, Marc
Editor Haezendonck, J.

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