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A Method for Calculating The Probabilities of Ruin by a Finite Number of Claims Where the Process is Sparre-Anderson
1) paper "Six Bridges To @'s", can be applied to find the probability @(u;n) of ruin by n claims for ... estimating how much has to be added to @(u;n) to obtain ~(u). 179 Table of Contents Sect ion 1. In t ...- 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