A collective risk comparative study |
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| Affiliation: | 1. Department of Computing, Iqra University, Islamabad, Pakistan;2. Department of Computer Science and Information Technology, MUST, Azad Kashmir, Pakistan;3. Depatment of Computer Science, National Textile University, Faisalabad, Pakistan;4. Department of Electrical Engineering, MUST, Azad Kashmir, Pakistan;5. Department of Computer Engineering, Bahria University, Islamabad, Pakistan;6. Department of Software Engineering, MUST, Azad Kashmir, Pakistan |
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| Abstract: | Infinite time ruin probabilities are computed by the convolution method, the incomplete gamma function method, and an inverse Gaussian method for a real-life example involving data from 24,000 life insurance policies. Some analysis of the methods, and computational suggestions are included. |
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