Probability of ruin of an insurance company for the poisson model

Autor:	K. I. Livshits
Rok vydání:	1999
Předmět:	symbols.namesake Econometrics symbols General Physics and Astronomy Interval (mathematics) Poisson regression Poisson distribution Ruin theory Conditional average Mathematics
Zdroj:	Russian Physics Journal. 42:394-399
ISSN:	1573-9228 1064-8887
DOI:	10.1007/bf02509675
Popis:	The probability of ruin of an insurance company over an infinite interval and the conditional average time before the ruin of the insurance company for the Poisson flows of insurance premiums and payments are found.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::05b43b03ae8e7103169ac5ce2ed52086 https://doi.org/10.1007/bf02509675 Zobrazit plný text záznamu Full text from SpringerLink