Recursive calculation of the probability and severity of ruin
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Publication:1824337
DOI10.1016/0167-6687(89)90028-0zbMath0682.62083MaRDI QIDQ1824337
Publication date: 1989
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(89)90028-0
exponential distributions; survival probability; recursive method; severity of ruin; gamma distributions; probability of ruin; collective risk theory; claim amount distribution
62P05: Applications of statistics to actuarial sciences and financial mathematics
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