Ruin probabilities prepared for numerical calculation

DOI10.1080/03461238.1977.10405068zbMath0368.62101OpenAlexW2060239288MaRDI QIDQ4144669

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Publication date: 1977

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1977.10405068

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (7)

Calculating multivariate ruin probabilities via Gaver-Stehfest inversion technique ⋮ Practical approximations for multivariate characteristics of risk processes ⋮ Cramér-Lundberg approximation for nonlinearly perturbed risk processes ⋮ The ruin problem for mixed poisson risk processes ⋮ How to calculate ruin probabilities according to the classical risk theory ⋮ Equation for survival probability in a finite time interval in case of non-zero real interest force ⋮ Probabilities of ruin

Cites Work

• Stationarity aspects of the sparre andersen risk process and the corresponding ruin probabilitles

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