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On Cramér's first contributions to ruin theory

Recurso electrónico / Electronic resource
Registro MARC
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100  ‎$0‎MAPA20170013181‎$a‎Badolati, Ennio
24510‎$a‎On Cramér's first contributions to ruin theory‎$c‎Ennio Badolati, Sandra Ciccone
520  ‎$a‎In 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.
650 4‎$0‎MAPA20080591182‎$a‎Gerencia de riesgos
650 4‎$0‎MAPA20080579258‎$a‎Cálculo actuarial
7001 ‎$0‎MAPA20170014546‎$a‎Ciccone, Sandra
7730 ‎$w‎MAP20077000239‎$t‎North American actuarial journal‎$d‎Schaumburg : Society of Actuaries, 1997-‎$x‎1092-0277‎$g‎05/06/2017 Tomo 21 Número 2 - 2017 , p. 193-203