Journal ArticleOPEN ACCESS

Some Comments on the Compound Binomial Model

  • Dickson D
ASTIN Bulletin (1994) 24(1) 33-45
DOI: 10.2143/ast.24.1.2005079
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Abstract

We show how ruin probabilities for the classical continuous time compound Poisson model can be approximated by ruin probabilities for a compound binomial model. We also discuss ruin related results for a compound binomial model with geometric claim amounts.

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APA

Dickson, D. C. M. (1994). Some Comments on the Compound Binomial Model. ASTIN Bulletin, 24(1), 33–45. https://doi.org/10.2143/ast.24.1.2005079

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