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Probability of ruin of an insurance company for the poisson model

  • Mathematical Processing of Experimental Data
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Russian Physics Journal Aims and scope

Abstract

The probability of ruin of an insurance company over an infinite interval and the conditional average time before the ruin of the insurance company for the Poisson flows of insurance premiums and payments are found.

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Authors
  1. K. I. Livshits
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Additional information

Tomsk State University. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 4, pp. 28–33, April, 1999.

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Livshits, K.I. Probability of ruin of an insurance company for the poisson model. Russ Phys J 42, 394–399 (1999). https://doi.org/10.1007/BF02509675

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  • DOI: https://doi.org/10.1007/BF02509675

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