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On Cramér's first contributions to ruin theory
Recurso electrónico / Electronic resource
MAP20170033189
Badolati, Ennio ‌
On Cramér's first contributions to ruin theory / Ennio Badolati, Sandra Ciccone
Sumario: In this article, we discuss some of the first contributions due to Harald Cramér to Collective Risk Theory. We examine the introduction and the use of a particular ruin function that nowadays has been lost even if, as we will see, it has many points in common with the severity of ruin
En: North American actuarial journal. - Schaumburg : Society of Actuaries, 1997- = ISSN 1092-0277. - 05/06/2017 Tomo 21 Número 2 - 2017 , p. 193-203
1. Gerencia de riesgos ‌. 2. Cálculo actuarial ‌. I. Ciccone, Sandra ‌. II. Title.