An improvement to the convolution method of calculating ψ(u)
- 1 November 1987
- journal article
- Published by Elsevier in Insurance: Mathematics and Economics
- Vol. 6 (4) , 267-274
- https://doi.org/10.1016/0167-6687(87)90031-x
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
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- Direct Calculation of Ruin ProbabilitiesJournal of Risk and Insurance, 1986
- A series for infinite time ruin probabilitiesInsurance: Mathematics and Economics, 1985
- A Stable Recursive Algorithm for Evaluation of Ultimate Ruin ProbabilitiesASTIN Bulletin, 1984
- On the distribution of the supremum for stochastic processes with interchangeable incrementsTransactions of the American Mathematical Society, 1965