Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/164
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dc.contributor.authorVERAVERBEKE, Noel-
dc.date.accessioned2004-08-27T12:57:29Z-
dc.date.available2004-08-27T12:57:29Z-
dc.date.issued1993-
dc.identifier.citationInsurance: Mathematics and Economics, 13(1), p. 57-62-
dc.identifier.urihttp://hdl.handle.net/1942/164-
dc.description.abstractWe consider the probability of ruin in the extended risk model of Gerber (1970) and Dufresne and Gerber (1991). Their asymptotic estimate is complemented by considering also cases where the conditions for the exponential estimate are not satisfied. It is shown that the probability of ruin then behaves asymptotically like the (integrated) tail of the claimsize distribution.-
dc.language.isoen-
dc.subjectStochastic processes-
dc.titleAsymptotic estimates for the probability of ruin in a Poisson model with diffusion-
dc.typeJournal Contribution-
dc.identifier.epage62-
dc.identifier.issue1-
dc.identifier.spage57-
dc.identifier.volume13-
dc.bibliographicCitation.oldjcat-
dc.identifier.doi10.1016/0167-6687(93)90535-W-
item.fulltextNo Fulltext-
item.contributorVERAVERBEKE, Noel-
item.fullcitationVERAVERBEKE, Noel (1993) Asymptotic estimates for the probability of ruin in a Poisson model with diffusion. In: Insurance: Mathematics and Economics, 13(1), p. 57-62.-
item.accessRightsClosed Access-
Appears in Collections:Research publications
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