An insensitivity property of the ruin probability

Authors
Björk, T. Grandell, J.
Citation
T. Björk, et J. Grandell,, An insensitivity property of the ruin probability, Scandinavian actuarial journal , 1985(3-4), 1985, pp. 148-156
Journal title
Scandinavian actuarial journal → ACNP
ISSN journal
03461238
Volume
1985
Issue
3-4
Year of publication
1985
Pages
148 - 156
Database
ACNP
SICI code
Abstract
We give an expression for Ψ(0), i.e., the ruin probability for an insurance business with no initial risk reserve, when the location of the claims is described by a general stationary point process.