A note on the Taylor series expansions for multivariate characteristics of classical risk processes
type: Item
instance of: scholarly article
title: A note on the Taylor series expansions for multivariate characteristics of classical risk processes
zbMATH Open document ID: 1028.91560
DOI: 10.1016/S0167-6687(99)00011-6
published in: Insurance Mathematics \& Economics
publication date: 2004-01-27T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 1396345
zbMATH Keywords: finite time ruin probability
zbMATH Keywords: surplus prior to ruin
zbMATH Keywords: severity of ruin
zbMATH Keywords: series expansion
zbMATH Keywords: recursive methods
author: Miguel A. Usábel
MaRDI profile type: Publication
cites work: Recursive calculation of the probability and severity of ruin
cites work: On the distribution of the claim causing ruin
cites work: The probability and severity of ruin for combinations of exponential claim amount distributions and their translations
cites work: The surpluses immediately before and at ruin, and the amount of the claim causing ruin
cites work: Taylor-series expansion for multivariate characteristics of classical risk processes
cites work: Q4230625
cites work: Applications to risk theory of a Monte Carlo multiple integration method.
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description: scientific article; zbMATH DE number 1396345