Wiley StatsRef: Statistics Reference Online 2015
DOI: 10.1002/9781118445112.stat03586.pub2
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Ruin Theory

David Landriault1,
Xiaodong Lin2,
Gordon E. Willmot3

Abstract: This article gives an overview of ruin theory. It briefly discusses the probability models for the surplus process of an insurance portfolio and the mathematical tools used for the investigation of these models. An extensive list of references is provided.

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