Recursive calculation of the probability and severity of ruin
- 30 June 1989
- journal article
- Published by Elsevier in Insurance: Mathematics and Economics
- Vol. 8 (2) , 145-148
- https://doi.org/10.1016/0167-6687(89)90028-0
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- The probability and severity of ruin for combinations of exponential claim amount distributions and their translationsInsurance: Mathematics and Economics, 1988
- On the Probability and Severity of RuinASTIN Bulletin, 1987
- Direct Calculation of Ruin ProbabilitiesJournal of Risk and Insurance, 1986
- A Stable Recursive Algorithm for Evaluation of Ultimate Ruin ProbabilitiesASTIN Bulletin, 1984