• On a Stochastic Model in Insurance

    • Fulltext

       

        Click here to view fulltext PDF


      Permanent link:
      https://www.ias.ac.in/article/fulltext/reso/011/10/0049-0068

    • Keywords

       

      Poisson process; exponential distribution; arrival times; claim size distribution; independent increments; order statistics; uniform distribution; discounted sum; premium; risk./ surplus process; ruin problem; ruin probability; random walk.; subexponen

    • Author Affiliations

       

      S Ramasubramanian1

      1. Statistics and Mathematics Unit Indian Statistical Institute 8th Mile, Mysore Road Bangalore 560059.
    • Dates

       

© 2021-2022 Indian Academy of Sciences, Bengaluru.