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Document Details : Title: Some Comments on the Compound Binomial Model Author(s): DICKSON, David C.M. Journal: ASTIN Bulletin Volume: 24 Issue: 1 Date: May 1994 Pages: 33-45 DOI: 10.2143/AST.24.1.2005079 Abstract : We show how ruin probabilities for the classical continuous time compound Poisson model can be approximated by rum probabilities for a compound binomial model. We also discuss rum related results for a compound binomial model with geometric claim amounts. |
