A review of the numerical calculation of ruin probabilities by means of recursions

Author:

Steenackers A.,Goovaerts M.

Publisher

Wiley

Subject

Management of Technology and Innovation,Modeling and Simulation

Reference11 articles.

1. Mathematical Methods in Risk Theory, Springer-Verlag, Berlin, 1970.

2. ‘An introduction to mathematical risk theory’, Huebner Foundation for Insurance Education, University of Pennsylvania, 1979.

3. and , ‘The management of solvency’, in and (eds), Classical Insurance Solvency Theory, Kluwer Academic Publishers, Boston, 1988.

4. Three Methods to Calculate the Probability of Ruin

5. A Stable Recursive Algorithm for Evaluation of Ultimate Ruin Probabilities

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