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Document Details : Title: The Probability of Eventual Ruin in the Compound Binomial Model Author(s): SHIU, Elias S.W. Journal: ASTIN Bulletin Volume: 19 Issue: 2 Date: November 1989 Pages: 179-190 DOI: 10.2143/AST.19.2.2014907 Abstract : This paper derives several formulas for the probability of eventual ruin in a discrete-time model. In this model, the number of claims process is assumed to be binomial. The claim amounts, premium rate and initial surplus are assumed to be integer-valued. |
