Numerical Finite-Time Ruin Probabilities by the Picard-Lef vre Formula (Q4512135)

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scientific article; zbMATH DE number 1524243
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Numerical Finite-Time Ruin Probabilities by the Picard-Lef vre Formula
scientific article; zbMATH DE number 1524243

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    Numerical Finite-Time Ruin Probabilities by the Picard-Lef vre Formula (English)
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    1 November 2000
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    ruin probabilities
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    Picard-Lefèvre formula
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    classical actuarial risk model
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    Panjer recursions
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    pseudo-compound distributions
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