PT  - JOURNAL ARTICLE
AU  - Potocký, Rastislav
AU  - Stehlík, Milan
TI  - Statistical analysis of mixtures underlying probability of ruin
DP  - 2014 Oct 7
TA  - Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis
PG  - 209--214
VI  - 57
IP  - 6
AID - 10.11118/actaun200957060209
IS  - 12118516
AB  - If the hypothesis on exponentially distributed claims in a risk (or surplus) model is untenable then, in many cases, the assumption that they are mixtures of two (or more) exponentials is a suitable substitute. In the first part of the paper tests of homogeneity for exponentially distributed claims are discussed and their properties are stated. The statistical properties of parameter estimations for such claims are also mentioned. In the second part the classical Cramer-Lundberg ruin model is discussed when claims are distributed as mixtures of exponentials. Our attention is focussed primarily on assesment of accuracy of approximations obtained. Then our results are compared to those already known.