On The Continuous Dependence Of Non-Ruin Probability On Claim Distribution Function In The Classical Risk Model
Year:
2018Published in:
Cybernetics and Systems AnalysisThe Cramer–Lundberg model is considered as a model of insurance company. Since it is impossible to obtain an explicit solution for the non-ruin probability function of insurance company for an arbitrary distribution of the values of insurance claims, the authors consider the problem of estimating the convergence of the original non-ruin probability to one that would be obtained by approximating the values of claim distribution function.
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