Numerical Finite-Time Ruin Probabilities by the Picard-Lef vre Formula

DOI10.1080/03461239950132598zbMath0952.91042OpenAlexW2109438180MaRDI QIDQ4512135

Etienne De Vylder

Publication date: 1 November 2000

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461239950132598

zbMATH Keywords

ruin probabilitiespseudo-compound distributionsclassical actuarial risk modelPanjer recursionsPicard-Lefèvre formula

Mathematics Subject Classification ID

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

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