Recursive calculation of time to ruin distributions
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference5 articles.
1. Recursive calculation of finite time ruin probabilities;De Vylder;Insurance: Mathematics and Economics,1988
2. Dickson, D.C.M., Gray, J.R., 1984. Approximations to ruin probability in the presence of an upper absorbing barrier. Scandinavian Actuarial Journal, 105–115.
3. Recursive calculation of survival probabilities;Dickson;Astin Bulletin,1991
4. Some stable algorithms in ruin theory and their applications;Dickson;Astin Bulletin,1995
5. Recursive evaluation of a family of compound distributions;Panjer;Astin Bulletin,1981
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1. The finite element method: A high‐performing approach for computing the probability of ruin and solving other ruin‐related problems;Mathematical Methods in the Applied Sciences;2021-06-21
2. Ruin probability via Quantum Mechanics Approach;Insurance: Mathematics and Economics;2018-03
3. Computing survival probabilities based on stochastic differential models;Journal of Computational and Applied Mathematics;2015-03
4. Time of Ruin;Wiley StatsRef: Statistics Reference Online;2014-09-29
5. Nonparametric Estimation of the Finite-Time Survival Probability with Zero Initial Capital in the Classical Risk Model;Methodology and Computing in Applied Probability;2011-01-21
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