Some Comments on the Compound Binomial Model
Keyword(s):
AbstractWe 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.
2017 ◽
Vol 12
(1)
◽
pp. 23-48
◽
Keyword(s):
2015 ◽
Vol 35
(2)
◽
pp. 313-325
◽
Keyword(s):
2001 ◽
Vol 29
(1)
◽
pp. 47-57
◽
Keyword(s):
2005 ◽
Vol 36
(3)
◽
pp. 303-316
◽
Keyword(s):
1993 ◽
Vol 12
(2)
◽
pp. 133-142
◽
2016 ◽
Vol 5
(6)
◽
pp. 1876-1879
Keyword(s):
1978 ◽
Vol 73
(364)
◽
pp. 706-713
◽
Keyword(s):