This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
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Activity Number:
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74
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Type:
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Contributed
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Date/Time:
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Sunday, August 1, 2010 : 4:00 PM to 5:50 PM
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Sponsor:
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Business and Economic Statistics Section
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| Abstract - #306960 |
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Title:
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The Time of Ruin and Surplus Before Ruin with Mixture Distribution
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Author(s):
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Min Deng*+
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Companies:
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Maryville University
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Address:
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650 Maryville University Drive, St. Louis, MO, 63141,
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Keywords:
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Aggregate Claims ;
Counting distribution ;
Claim distribution ;
Mixture Distribution ;
Ruin ;
Surplus
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Abstract:
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This paper focuses on important aspects of Risk Theorem - the time of ruin and the surplus before ruin. There is a lot of research on ruin theory is concentrated on classical risk theory. In this paper we are going to discuss the time of ruin with mixture distribution. Some numerical examples to illustrate the results will be given.
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The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
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