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Insurance and Risk Theory

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In Stock (84)

£ 215.99

Description

In risk theory developed to describe insurance companies [1,2,3,4,5J, the ruin probability of a company with initial reserve (capital) u is 6 1 -:;-7;;f3 u 1jJ(u) = H6 e H6 (1) Here,we assume that claims arrive as a Poisson process, and the claim amount is distributed as exponential distribution with expectation liS.

Book Details
EAN:
9789027722034
Binding:
Hardback
Dimensions(mm):
235 x 155
Publication Date:
1986-03-31
Publisher:
Publication Country:
Netherlands