Computing ruin probability in the classical risk model
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Publication:845482
DOI10.1134/S0005117909120170zbMath1182.91096OpenAlexW2112425964MaRDI QIDQ845482
Publication date: 29 January 2010
Published in: Automation and Remote Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0005117909120170
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Cites Work
- Estimates for the probability of ruin with special emphasis on the possibility of large claims
- On a gamma series expansion for the time-dependent probability of collective ruin
- Ruin problems with assets and liabilities of diffusion type
- Tails of waiting times and their bounds
- The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails
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