Explicit finite-time and infinite-time ruin probabilities in the continuous case
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference4 articles.
1. De Vylder, F., 1996. Advanced Risk Theory. A Self-Contained Introduction. Presses de l’Université de Bruxelles & Swiss Association of actuaries.
2. De Vylder F., 1998. Numerical finite-time ruin probabilities by the Picard–Lefèvre formula, Scandinavian Actuarial Journal, to be published.
3. The probability of ruin in finite time with discrete claim size distribution;Picard;Scandinavian Actuarial Journal,1997
4. Wikstad, N., 1971. Exemplification of ruin probabilities. The ASTIN Bulletin VI (2), 147–152.
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