NDLI: A note on the ruin problem for a class of stochastic processes with interchangeable increments

Content Provider	Scilit
Author	Grandell, Jan Peiram, Lars
Copyright Year	1972
Description	Summary Models for the risk business of an insurance company are often constructed by weighting pure Poisson models. In this paper it is verified that it is possible to calculate the probability of ruin in such weighted models by weighting ruin probabilities of pure Poisson models.
Related Links	https://www.cambridge.org/core/services/aop-cambridge-core/content/view/2CAA32BA9CEEA99D0BB9E6668BE9EB40/S0515036100005717a.pdf/div-class-title-a-note-on-the-ruin-problem-for-a-class-of-stochastic-processes-with-interchangeable-increments-div.pdf
Ending Page	89
Page Count	9
Starting Page	81
ISSN	05150361
e-ISSN	17831350
DOI	10.1017/s0515036100005717
Journal	ASTIN Bulletin
Issue Number	1
Volume Number	7
Language	English
Publisher	Cambridge University Press (CUP)
Publisher Date	1972-12-01
Access Restriction	Open
Subject Keyword	ASTIN Bulletin Statistics and Probability
Content Type	Text
Subject	Finance Accounting Economics and Econometrics

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A note on the ruin problem for a class of stochastic processes with interchangeable increments