Menentukan Peluang Ruin Dengan Menggunakan Metode Kombinasi Eksponensial

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…