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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| English | Numerical Finite-Time Ruin Probabilities by the Picard-Lef vre Formula |
scientific article; zbMATH DE number 1524243 |
Statements
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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0.9254449605941772
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0.9254449605941772
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0.8638052344322205
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0.846249520778656
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0.818379819393158
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