Some approximations of ultimate ruin probability for finite initial surplus

DOI10.1007/BF02809699zbMath0611.62132MaRDI QIDQ3750881

Erhard Kremer

Publication date: 1987

Published in: Blätter der DGVFM (Search for Journal in Brave)

zbMATH Keywords

approximate formulasultimate ruin probabilityfixed finite initial surplusrenewal theoretical results

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Renewal theory (60K05)

Related Items (1)

On the numerical evaluation of the ultimate ruin probability

Cites Work

• Bounds for classical ruin probabilities
• An approximate solution of the integral equation of renewal theory
• Unnamed Item

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