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The Probability of Eventual Ruin in the Compound Binomial Model

  • Shiu E
ASTIN Bulletin (1989) 19(2) 179-190
DOI: 10.2143/ast.19.2.2014907
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Abstract

This paper derives several formulas for the probability of eventual ruin in a discrete-time model. In this model, the number of claims process is assumed to be binomial. The claim amounts, premium rate and initial surplus are assumed to be integer-valued.

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APA

Shiu, E. S. W. (1989). The Probability of Eventual Ruin in the Compound Binomial Model. ASTIN Bulletin, 19(2), 179–190. https://doi.org/10.2143/ast.19.2.2014907

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