The finite element method: A high‐performing approach for computing the probability of ruin and solving other ruin‐related problems
Author:
Affiliation:
1. Faculty of Mathematical Sciences University of Tabriz Tabriz Iran
2. Department of Statistical Sciences University of Bologna Bologna Italy
Publisher
Wiley
Subject
General Engineering,General Mathematics
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/mma.7568
Reference40 articles.
1. Ruin Probabilities
2. Modern Actuarial Risk Theory
3. Computing finite‐time survival probabilities using multinomial approximations of risk models;Costabile M;Scand Actuar J,2015
4. Recursive calculation of time to ruin distributions;Cardoso RMR;Insur: Math Econ,2002
5. Recursive calculation of finite time ruin probabilities under interest force;Cardoso RMR;Insur: Math Econ,2003
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