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A Method for Calculating The Probabilities of Ruin by a Finite Number of Claims Where the Process is Sparre-Anderson
Method for Calculating The Probabilities of Ruin by a Finite Number of Claims Where the Process is Sparre-Anderson ... has to be added to the probability of ruin by n claims to obtain the probability of ultimate ruin.- Authors: William A Bailey
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Estimation methods