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Explicit finite-time and infinite-time ruin probabilities in the continuous case · Study

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ArticleExplicit finite-time and infinite-time ruin probabilities in the continuous case

F. Etienne De Vylder1999

Article1999

Explicit finite-time and infinite-time ruin probabilities in the continuous case

F. Etienne De Vylder · Marc J. Goovaerts

36 citations·0/0 files stored·Insurance Mathematics and Economics

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Probability and Risk Models Insurance and Financial Risk Management Probability and Statistical Research

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References

1997The probability of ruin in finite time with discrete claim size distribution 1971Exemplification of Ruin Probabilities 1999Numerical Finite-Time Ruin Probabilities by the Picard-Lef vre Formula

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2002HITTING AND RUIN PROBABILITIES FOR COMPOUND POISSON PROCESSES AND THE CYCLE MAXIMUM OF THE M/G/1 QUEUE

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Year1999

Typearticle

Published1999-05-01

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations36

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/s0167-6687(98)00049-3

openalex_workW2016676264

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