Distribution function of surplus prior to ruin

In a study by David Dickson, entitled On the Distribution of Surplus Prior Ruin, presented a method in finding the distribution of surplus prior to ruin with the use of probability of severity of ruin. The purpose of this study is to present an exposition on finding the distribution of surplus prior...

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Bibliographic Details
Main Authors: Dy, Marie Anne, Meneses, Cathleen
Format: text
Language:English
Published: Animo Repository 2002
Online Access:https://animorepository.dlsu.edu.ph/etd_bachelors/17234
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Institution: De La Salle University
Language: English
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Summary:In a study by David Dickson, entitled On the Distribution of Surplus Prior Ruin, presented a method in finding the distribution of surplus prior to ruin with the use of probability of severity of ruin. The purpose of this study is to present an exposition on finding the distribution of surplus prior to ruin. Further, this study discusses more on the mathematical perspective and statistical perspective on how the formulas were derived in the study.