Recursive calculation of the probability and severity of ruin
type: Item
instance of: scholarly article
title: Recursive calculation of the probability and severity of ruin
zbMATH Open document ID: 0682.62083
DOI: 10.1016/0167-6687(89)90028-0
author: David C. M. Dickson
published in: Insurance Mathematics \& Economics
publication date: 1989-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 4117721
zbMATH Keywords: probability of ruin
zbMATH Keywords: severity of ruin
zbMATH Keywords: exponential distributions
zbMATH Keywords: survival probability
zbMATH Keywords: collective risk theory
zbMATH Keywords: claim amount distribution
zbMATH Keywords: gamma distributions
zbMATH Keywords: recursive method
MaRDI profile type: Publication
full work available at URL: 0167-6687(89)90028-0
OpenAlex ID: W2017071243
cites work: The probability and severity of ruin for combinations of exponential claim amount distributions and their translations
cites work: Q5734004
description: scientific article; zbMATH DE number 4117721