We examine the problem of the computation of the not ruin probability for an insurance company and we shall try to find, with the help of the Laplace transform, its explicit expression; in particular the aim of this paper is the search of the solution of the equation of Dickson when the distribution function of sums at risk is of type Erlang or is a mixture of two negative exponentials.

Some results on the not ruin probability in a renewal process

FERRENTINO, Rosa
2012

Abstract

We examine the problem of the computation of the not ruin probability for an insurance company and we shall try to find, with the help of the Laplace transform, its explicit expression; in particular the aim of this paper is the search of the solution of the equation of Dickson when the distribution function of sums at risk is of type Erlang or is a mixture of two negative exponentials.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11386/3879691
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