Recursive calculation of finite time ruin probabilities under interest force. (Q1423349): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2003.09.008
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+W2060249914
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+On a gamma series expansion for the time-dependent probability of collective ruin
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+Macro-economic version of a classical formula in risk theory
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+Approximating the finite-time ruin probability under interest force
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+Recursive calculation of time to ruin distributions.
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+Recursive calculation of finite-time ruin probabilities
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+Approximations to ruin probability in the presence of an upper absorbing barrier
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+Ruin probabilities with compounding assets
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+Q4076577
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+Q4367948
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+Q5781688
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+Ruin estimates under interest force
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