• On a Stochastic Model in Insurance

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    • 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.
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