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Conditional Time Before Ruin of an Insurance Company

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Abstract

The statistical characteristics of conditional time before ruin of an insurance company, including the distribution function of conditional time and its moments are examined.

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REFERENCES

  1. H. Y. Panjer and G. T. Willmont, Insurance Risk Models, Society of Actuaries, Schaumburg (1992).

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  2. K. I. Lifshits, Izv. Vyssh. Uchebn. Zaved., Fiz., No. 4, 28-33 (1999).

  3. V. M. Kats and K. I. Lifshits, Izv. Vyssh. Uchebn. Zaved., Fiz., No. 1, 29-33 (2001).

  4. M. A. Lavrent'ev and B. V. Shabat, Methods of the Theory of Functions of Complex Variables [in Russian ], Moscow (1973).

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Authors and Affiliations

  1. Tomsk State University, Russia

    V. M. Kats & K. I. Lifshits

Authors
  1. V. M. Kats
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  2. K. I. Lifshits
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Kats, V.M., Lifshits, K.I. Conditional Time Before Ruin of an Insurance Company. Russian Physics Journal 45, 163–172 (2002). https://doi.org/10.1023/A:1019604015106

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  • DOI: https://doi.org/10.1023/A:1019604015106

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