Regularization and error estimate of infinite-time ruin probabilities for Cramer-Lundberg model-Reference-Cited by-同舟云学术

Regularization and error estimate of infinite-time ruin probabilities for Cramer-Lundberg model

Published:2018-05-08 Issue:10 Volume:41 Page:3820-3831
ISSN:0170-4214
Container-title:Mathematical Methods in the Applied Sciences
language:en
Short-container-title:Math Meth Appl Sci

Author:

Tran Dong Xuan¹²,Nguyen Huy Tuan³^ORCID,Kirane Mokhtar⁴⁵⁶

Affiliation:

1. Institute of Fundamental and Applied Sciences; Duy Tan University; 3 Quang Trung Danang city Vietnam

2. Department of Mathematics and Computer Science; University of Natural Science, Vietnam National University; Ho Chi Minh City Vietnam

3. Applied Analysis Research Group, Faculty of Mathematics and Statistics; Ton Duc Thang University; Ho Chi Minh City Vietnam

4. Lasie, Faculté des Sciences et Technologies; Université de La Rochelle; Avenue M. Crépeau La Rochelle Cedex 17042 France

5. Nonlinear Analysis and Applied Mathematics (NAAM) Research Group, Department of Mathematics, Faculty of Science; King Abdulaziz University; Jeddah 21589 Saudi Arabia

6. RUDN University; 6 Miklukho-MaklaySt Moscow 117198 Russia

Publisher

Wiley

Subject

General Engineering,General Mathematics

Reference12 articles.

1. A ruin function approximation;Beekman;TSA XXI,1969

2. Discussion of a ruin function approximation;Bowers;TSA XXI,1969

3. A practice solution to the problem of ultimate ruin probability;De Vylder;Scand Actuar J,1978

4. A practical algorithm for approximating the probability of ruin;Ramsay;Trans Soc Actuaries,1992

5. Explicit solutions for survival probabilities in the classical risk model;Garcia;Astin Bulletin,2005

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