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The Ruin Probability During a Finite Time Period

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Risk Theory

Abstract

In Section 1.4 a brief reference was made to some important problems arising from considerations of the financial operations of an insurance company. In the preceding chapters an insurance business has been considered at the end-points of certain time intervals, mainly at the end of the year. Attention will next be given to problems where the random fluctuations are considered during some longer time period. The advent of electronic computers has led to considerable advances in the finite time case and this will be considered first.

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© 1977 R. E. Beard, T. Pentikäinen, E. Pesonen

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Beard, R.E., Pentikäinen, T., Pesonen, E. (1977). The Ruin Probability During a Finite Time Period. In: Risk Theory. Monographs on Applied Probability and Statistics, vol 1. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-5781-7_11

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  • DOI: https://doi.org/10.1007/978-94-009-5781-7_11

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-94-009-5783-1

  • Online ISBN: 978-94-009-5781-7

  • eBook Packages: Springer Book Archive

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