A note on the Taylor series expansions for multivariate characteristics of classical risk processes
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Publication:1962815
DOI10.1016/S0167-6687(99)00011-6zbMath1028.91560MaRDI QIDQ1962815
Publication date: 27 January 2004
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Related Items
Cites Work
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- On the distribution of the claim causing ruin
- The probability and severity of ruin for combinations of exponential claim amount distributions and their translations
- The surpluses immediately before and at ruin, and the amount of the claim causing ruin
- Applications to risk theory of a Monte Carlo multiple integration method.
- Recursive calculation of the probability and severity of ruin
- Taylor-series expansion for multivariate characteristics of classical risk processes