Ruin probabilities with compounding assets for discrete time finite horizon problems, independent period claim sizes and general premium structure.
type: Item
instance of: scholarly article
title: Ruin probabilities with compounding assets for discrete time finite horizon problems, independent period claim sizes and general premium structure.
zbMATH Open document ID: 1103.91379
author: Ton de Kok
published in: Insurance Mathematics \& Economics
publication date: 2004-02-14T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60E05
zbMATH DE Number: 2041764
zbMATH Keywords: Finite time ruin
zbMATH Keywords: Recursive calculation
zbMATH Keywords: Discrete time
zbMATH Keywords: Premium income policy
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2003.09.010
OpenAlex ID: W2162861715
cites work: The Fourier-series method for inverting transforms of probability distributions
cites work: A stochastic production/inventory system with all-or-nothing demand and service measures
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cites work: Classical numerical ruin probabilities
cites work: Ruin probabilities with compounding assets
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DOI: 10.1016/J.INSMATHECO.2003.09.010
description: scientific article; zbMATH DE number 2041764