15
Ruin Probabilities in Finite and Infinite Time
15.1
Introduction
15.2
Exact Ruin Probabilities in Infinite Time
15.2.1
No Initial Capital
15.2.2
Exponential Claim Amounts
15.2.3
Gamma Claim Amounts
15.2.4
Mixture of Two Exponentials Claim Amounts
15.3
Approximations of the Ruin Probability in Infinite Time
15.4
Numerical Comparison of the Infinite Time Approximations
15.5
Exact Ruin Probabilities in Finite Time
15.6
Approximations of the Ruin Probability in Finite Time
15.7
Numerical Comparison of the Finite Time Approximations
Bibliography