Skip to main content
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
62Citations
Citations of this article
5Readers
Mendeley users who have this article in their library.

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.

Cite

CITATION STYLE

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

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free