Computing ruin probability in the classical risk model
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 1989772
- Classical numerical ruin probabilities
- Numerical approximations to the probability of ruin
- An improved recursive solution to the ruin probability in a classical discrete risk model. Its implementation and comparison
- scientific article; zbMATH DE number 1989780
Cites work
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 1040052 (Why is no real title available?)
- scientific article; zbMATH DE number 967329 (Why is no real title available?)
- Estimates for the probability of ruin with special emphasis on the possibility of large claims
- On a gamma series expansion for the time-dependent probability of collective ruin
- Ruin problems with assets and liabilities of diffusion type
- Tails of waiting times and their bounds
- The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails
Cited in
(6)- On a simple quasi-Monte Carlo approach for classical ultimate ruin probabilities
- Calculating multivariate ruin probabilities via Gaver-Stehfest inversion technique
- An improved recursive solution to the ruin probability in a classical discrete risk model. Its implementation and comparison
- scientific article; zbMATH DE number 7647854 (Why is no real title available?)
- scientific article; zbMATH DE number 1989780 (Why is no real title available?)
- Functional sensitivity analysis of ruin probability in the classical risk models
This page was built for publication: Computing ruin probability in the classical risk model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q845482)
