On the use of QUADPACK for the calculation of risk theoretical quantities

DOI10.1016/0167-6687(87)90005-9zbMath0613.62128OpenAlexW2076227510MaRDI QIDQ1819519

Marc J. Goovaerts, Rob Kaas

Publication date: 1987

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(87)90005-9

zbMATH Keywords

Fortranrisk theoryruin probabilitiesautomatic integrationstop-loss premiumstails of compound distributionsQuadpack

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical integration (65D30)

Uses Software

• QUADPACK

Cites Work

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