Ruin problems and dual events

Detalhes bibliográficos
Autor(a) principal: Dickson, David C. M.
Data de Publicação: 1994
Outros Autores: Reis, Alfredo D. Egídio dos
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10400.5/24727
Resumo: Dickson (1992) uses dual events to explain results relating to the distribution of the surplus immediately prior to ruin in the classical surplus process. In this paper we show that dual events can be used to explain other results in ruin theory. In particular we prove and explain the relationship between the density of the surplus immediately prior to ruin, and the joint density of the surplus immediately prior to ruin and the severity of ruin
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spelling Ruin problems and dual eventsProbability of RuinSurplus Prior to RuinSeverity of RuinDual EventsDickson (1992) uses dual events to explain results relating to the distribution of the surplus immediately prior to ruin in the classical surplus process. In this paper we show that dual events can be used to explain other results in ruin theory. In particular we prove and explain the relationship between the density of the surplus immediately prior to ruin, and the joint density of the surplus immediately prior to ruin and the severity of ruinElsevierRepositório da Universidade de LisboaDickson, David C. M.Reis, Alfredo D. Egídio dos2022-06-30T13:07:18Z19941994-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10400.5/24727engDickson, David C.M. and Alfredo Egidio dos Reis. (1994). "Ruin problems and dual events". Insurance: Mathematics and Economics, Vol. 14. No.1: pp. 51-60metadata only accessinfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-03-06T14:54:20Zoai:www.repository.utl.pt:10400.5/24727Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T17:08:42.456633Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Ruin problems and dual events
title Ruin problems and dual events
spellingShingle Ruin problems and dual events
Dickson, David C. M.
Probability of Ruin
Surplus Prior to Ruin
Severity of Ruin
Dual Events
title_short Ruin problems and dual events
title_full Ruin problems and dual events
title_fullStr Ruin problems and dual events
title_full_unstemmed Ruin problems and dual events
title_sort Ruin problems and dual events
author Dickson, David C. M.
author_facet Dickson, David C. M.
Reis, Alfredo D. Egídio dos
author_role author
author2 Reis, Alfredo D. Egídio dos
author2_role author
dc.contributor.none.fl_str_mv Repositório da Universidade de Lisboa
dc.contributor.author.fl_str_mv Dickson, David C. M.
Reis, Alfredo D. Egídio dos
dc.subject.por.fl_str_mv Probability of Ruin
Surplus Prior to Ruin
Severity of Ruin
Dual Events
topic Probability of Ruin
Surplus Prior to Ruin
Severity of Ruin
Dual Events
description Dickson (1992) uses dual events to explain results relating to the distribution of the surplus immediately prior to ruin in the classical surplus process. In this paper we show that dual events can be used to explain other results in ruin theory. In particular we prove and explain the relationship between the density of the surplus immediately prior to ruin, and the joint density of the surplus immediately prior to ruin and the severity of ruin
publishDate 1994
dc.date.none.fl_str_mv 1994
1994-01-01T00:00:00Z
2022-06-30T13:07:18Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10400.5/24727
url http://hdl.handle.net/10400.5/24727
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Dickson, David C.M. and Alfredo Egidio dos Reis. (1994). "Ruin problems and dual events". Insurance: Mathematics and Economics, Vol. 14. No.1: pp. 51-60
dc.rights.driver.fl_str_mv metadata only access
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rights_invalid_str_mv metadata only access
eu_rights_str_mv openAccess
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dc.publisher.none.fl_str_mv Elsevier
publisher.none.fl_str_mv Elsevier
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
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