Discrete‐Time Ruin Models
Stuart A. Klugman, Harry H. Panjer, Gordon E. Willmot
Abstract
Stuart A. Klugman, Harry H. Panjer, Gordon E. Willmot
Abstract
This chapter contains sections titled: Introduction Process Models for Insurance Discrete, Finite-Time Ruin Probabilities
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This chapter contains sections titled: Introduction Process Models for Insurance Discrete, Finite-Time Ruin Probabilities
Key concepts: Ruin theory, Discrete time and continuous time, Mathematics, Computer science, Mathematical economics, Applied mathematics, Statistics, Risk model