Finite-time ruin probabilities for discrete, possibly dependent, claim severities

DOI10.1007/s11009-009-9123-9zbMath1170.91414OpenAlexW2043763469MaRDI QIDQ835688

Stéphane Loisel, Claude Lefèvre

Publication date: 31 August 2009

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-009-9123-9

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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