Another look at the Picard-Lefèvre formula for finite-time ruin probabilities

Author:

Rullière Didier,Loisel Stéphane

Publisher

Elsevier BV

Subject

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

Reference14 articles.

1. La formule de Picard–Lefèvre pour la probabilité de ruine en temps fini;De Vylder;Bulletin Français d’Actuariat,1997

2. Numerical finite-time ruin probabilities by the Picard–Lefèvre formula;De Vylder;Scand. Actuarial J.,1999

3. Gerber, H.-U., 1979. Introduction to Mathematical Risk Theory. Huebner Foundation Monograph

4. An improved finite-time ruin probabilities formula and its Mathematica implementation;Ignatov;Insur.: Math. Econ.,2001

5. Recursive evaluation of a family of compound distributions;Panjer;Astin Bull.,1981

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