In this paper we expose the problem concerning the determination of the time of ruin via the Gerber-Shiu equation, in the exponential case. We obtain a finite solution with a convolution type series expansion.
Carleo, A. (2005). On the time of Ruin. In Atti del XI Convegno di Teoria del Rischio (pp.21-33).
On the time of Ruin
CARLEO, Alessandra
2005-01-01
Abstract
In this paper we expose the problem concerning the determination of the time of ruin via the Gerber-Shiu equation, in the exponential case. We obtain a finite solution with a convolution type series expansion.File in questo prodotto:
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