POTOCKÝ, R., STEHLÍK, M.: Statistical analysis of mixtures underlying probability of ruin. Acta univ. agric. et silvic. Mendel. Brun., 2009, LVII, No. 6, pp. 209-214 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 fi rst part of the paper tests of homogeneity for exponentially distributed claims are discussed and their

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... s 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. ELRH test, ELR2 test, pension pillar, ruin probability Address prof. RNDr. Rastislav Potocký, Ph.D., Ústav aplikovanej matematiky a statistiky,