Ruin Probability Functions and Severity of Ruin as a Statistical Decision Problem
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DOI: 10.3390/risks7020068
Abstract: It is known that the classical ruin function under exponential claim-size distribution depends on two parameters, which are referred to as the mean claim size and the relative security loading. These parameters are assumed to… read more here.
Keywords: ruin; probability functions; ruin probability; functions severity ... See more keywords