MENENTUKAN PELUANG RUIN DENGAN METODE KOMBINASI EKSPONENSIAL
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2014-03-25
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Abstract
This paper discusses the probability of the state when surplus become negative at the first time in the insurance. That is called the probability of ruin, for the claim
amount is supposed to be a combination of exponential distribution. We assume that the claim number distribution is Poisson and the waiting time distribution of the claim is exponential. In this paper, we determine the ruin probability for the
claim amount, assuming that it is a combination of exponential distribution, which is called combination of exponential method
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combination of exponential distribution, exponential distribution, poisson distribution, ruin probability