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ArticleRecursive calculation of finite-time ruin probabilities

Fl. De Vylder1988

Article1988

Recursive calculation of finite-time ruin probabilities

Fl. De Vylder · Marc J. Goovaerts

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

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Probability and Risk Models Probability and Statistical Research Insurance, Mortality, Demography, Risk Management

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References

1981Recursive Evaluation of a Family of Compound Distributions

Cited by

1991Recursive Calculation of Survival Probabilities 2011Randomized observation periods for the compound Poisson risk model: the discounted penalty function 2000The discrete-time risk model with correlated classes of business 1994Some Comments on the Compound Binomial Model 1996Reinsurance and ruin 1995Some Stable Algorithms in Ruin Theory and Their Applications 1992The Probability and Severity of Ruin in Finite and Infinite Time 2007On finite-time ruin probabilities for classical risk models

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Year1988

Typearticle

Published1988-01-01

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations108

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/0167-6687(88)90089-3

openalex_workW2017840708

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