Abstract
The traditional approach in the collective risk theory is to consider a model of the risk business of an insurance company, and to study the probability of ruin, i.e., the probability that the risk business ever will be below some specified (negative) value.
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© 1991 Springer-Verlag New York Inc.
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Grandell, J. (1991). The classical risk model. In: Aspects of Risk Theory. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-9058-9_1
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DOI: https://doi.org/10.1007/978-1-4613-9058-9_1
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4613-9060-2
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