We examine, within the classical Risk Theory, the problem of the calculation of the non ruin function in ended times and we try, with the aid of the Laplace transform, to find an explicit expression of it in the hypothesis of null incomes and in presence of a distribution function of the sums at risk of exponential type.
On the application of the Laplace trasform to a particular case of ruin in ended times
FERRENTINO, Rosa;BONIELLO, CARMINE
2009-01-01
Abstract
We examine, within the classical Risk Theory, the problem of the calculation of the non ruin function in ended times and we try, with the aid of the Laplace transform, to find an explicit expression of it in the hypothesis of null incomes and in presence of a distribution function of the sums at risk of exponential type.File in questo prodotto:
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