The probability of ruin for the Inverse Gaussian and related processes-Reference-Cited by-同舟云学术

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The probability of ruin for the Inverse Gaussian and related processes

Published:1993-02 Issue:1 Volume:12 Page:9-22
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Dufresne F,Gerber H.U

Publisher

Elsevier BV

Subject

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

Reference6 articles.

1. Handbook of Mathematical Functions;Abramowitz,1964

2. Actuarial Mathematics;Bowers,1986

3. Three methods to calculate the probability of ruin;Dufresne;ASTIN Bulletin,1989

4. Risk theory with the gamma process;Dufresne;ASTIN Bulletin,1991

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