Ruin probabilities by Padé’s method: simple moments based mixed exponential approximations (Renyi, De Vylder, Cramér–Lundberg), and high precision approximations with both light and heavy tails-Reference-Cited by-同舟云学术

Ruin probabilities by Padé’s method: simple moments based mixed exponential approximations (Renyi, De Vylder, Cramér–Lundberg), and high precision approximations with both light and heavy tails

Published:2018-09-28 Issue:1 Volume:9 Page:273-299
ISSN:2190-9733
Container-title:European Actuarial Journal
language:en
Short-container-title:Eur. Actuar. J.

Author:

Avram F.,Banik A. D.,Horvath A.^ORCID

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s13385-018-0180-8.pdf

Reference30 articles.

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4. Albrecher H, Asmussen S (2010) Ruin probabilities. Vol. 14. World Scientific

5. Albrecher H, Avram F, Kortschak D (2010) On the efficient evaluation of ruin probabilities for completely monotone claim distributions. J Comput Appl Math 233(10):2724–2736

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