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

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References

1997The probability of ruin in finite time with discrete claim size distribution110 cited
1971Exemplification of Ruin Probabilities45 cited
1999Numerical Finite-Time Ruin Probabilities by the Picard-Lef vre Formula39 cited

Cited by

2006Optimal Dynamic Reinsurance26 cited
2010Finite-time ruin probability in the inhomogeneous claim case26 cited
2002HITTING AND RUIN PROBABILITIES FOR COMPOUND POISSON PROCESSES AND THE CYCLE MAXIMUM OF THE M/G/1 QUEUE15 cited

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