ASPECTS OF RUIN PROBABILITY IN INSURANCE

被引：0

作者：

Gurau, Maria Cristina ^{[1
]}

机构：

[1] Univ Politehn Bucuresti, Dept Mat 3, Bucharest, Romania

来源：

UNIVERSITY POLITEHNICA OF BUCHAREST SCIENTIFIC BULLETIN-SERIES A-APPLIED MATHEMATICS AND PHYSICS | 2006年 / 68卷 / 02期

关键词：

Insurance; ruin probability; Lundberg inequality;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Study of ruin probability for an insurance company taking into account the frequency and size of the claims. A first evaluation is obtained using the Lundberg inequality and then an integro-differential equation satisfied by the ruin probability is established. This will be applied to the particular case of exponentially distributed claims.

引用

页码：43 / 52

页数：10