Computational methods in risk theory: A matrix-algorithmic approach-Reference-Cited by-同舟云学术

Computational methods in risk theory: A matrix-algorithmic approach

Published:1992-01 Issue:4 Volume:10 Page:259-274
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Asmussen Søren,Rolski Tomasz

Publisher

Elsevier BV

Subject

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

Reference51 articles.

1. On periodic distribution of waiting-time process;Afanas'eva,1985

2. On the collective theory of risk in case of contagion between the claims;Andersen;Transactions XVth International Congress of Actuaries., New York,1957

3. Approximations for the probability of ruin within finite time;Asmussen;Scand. Actuarial. J.,1984

4. Approximations for the probability of ruin within finite time;Asmussen;Scand. Actuarial. J.,1985

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