| Article ID: | iaor2005372 |
| Country: | United Kingdom |
| Volume: | 17 |
| Issue: | 2 |
| Start Page Number: | 199 |
| End Page Number: | 203 |
| Publication Date: | Apr 2003 |
| Journal: | Probability in the Engineering and Informational Sciences |
| Authors: | Ross Sheldon M. |
| Keywords: | risk |
We give a new characterization of the ruin probability of the classical insurance risk model and use it to obtain bounds on and a computational approach for evaluating this probability.