A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model (Q898973): Difference between revisions

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-.1016/j.cam.2015.06.003
@@ Property / DOI: 10.1016/j.cam.2015.06.003 / rank @@
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+Another look at the Picard--Lefèvre formula for finite-time ruin probabilities
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+Some applications of the fast Fourier transform algorithm in insurance mathematics This paper is dedicated to Professor W. S. Jewell on the occasion of his 60th birthday
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+A note on recovering the distributions from exponential moments
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+On the Time Value of Ruin
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+Nonparametric estimation of ruin probabilities given a random sample of claims
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+Natural exponential families with quadratic variance functions
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+Panjer recursion versus FFT for compound distributions
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+.1016/J.CAM.2015.06.003
@@ Property / DOI: 10.1016/J.CAM.2015.06.003 / rank @@
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