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Ruin Probabilities in Finite and Infinite Time

Krzysztof Burnecki, Paweł Miśta and Aleksander Weron

Chapter 15 in Statistical Tools for Finance and Insurance, 2005, pp 341-379 from Springer

Keywords: Moment Generate Function; Initial Capital; Relative Safety; Claim Amount; Exponential Case (search for similar items in EconPapers)
Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-540-27395-0_15

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DOI: 10.1007/3-540-27395-6_15

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