A practical solution to the problem of ultimate ruin probability
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03461238.1978.10419484
Reference5 articles.
1. A rule of thumb and its verification
2. A class of approximations of ruin probabilities
3. Calculation of Ruin Probabilities when the Claim Distribution is Lognormal
4. Exemplification of Ruin Probabilities
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