
handle: 11590/179237
In this paper we expose the problem concerning the determination of the time of ruin via the Gerber-Shiu equation, in the exponential case. We obtain a finite solution with a convolution type series expansion.
Time of Ruin; Gerber-Shiu equation; Exponential distribution; Convolution type series expansion
Time of Ruin; Gerber-Shiu equation; Exponential distribution; Convolution type series expansion
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