Some Comments on the Compound Binomial Model

David C.M. Dickson

ASTIN Bulletin, 1994, vol. 24, issue 1, 33-45

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.

Date: 1994
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