Book contents
- Frontmatter
- Contents
- Preface
- 1 Probability distributions and insurance applications
- 2 Utility theory
- 3 Principles of premium calculation
- 4 The collective risk model
- 5 The individual risk model
- 6 Introduction to ruin theory
- 7 Classical ruin theory
- 8 Advanced ruin theory
- 9 Reinsurance
- References
- Solution to exercises
- Index
7 - Classical ruin theory
Published online by Cambridge University Press: 19 January 2010
- Frontmatter
- Contents
- Preface
- 1 Probability distributions and insurance applications
- 2 Utility theory
- 3 Principles of premium calculation
- 4 The collective risk model
- 5 The individual risk model
- 6 Introduction to ruin theory
- 7 Classical ruin theory
- 8 Advanced ruin theory
- 9 Reinsurance
- References
- Solution to exercises
- Index
Summary
- Type
- Chapter
- Information
- Insurance Risk and Ruin , pp. 125 - 156Publisher: Cambridge University PressPrint publication year: 2005