Numerical Finite-Time Ruin Probabilities by the Picard-Lef vre Formula (Q4512135)
From MaRDI portal
scientific article; zbMATH DE number 1524243
Language | Label | Description | Also known as |
---|---|---|---|
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)
0 references
1 November 2000
0 references
ruin probabilities
0 references
Picard-Lefèvre formula
0 references
classical actuarial risk model
0 references
Panjer recursions
0 references
pseudo-compound distributions
0 references