Numerical approximations to the probability of ruin
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Publication:3013387
zbMATH Open1222.91022MaRDI QIDQ3013387FDOQ3013387
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Publication date: 18 July 2011
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- On the computation of upper approximations to ultimate ruin probabilities in case of DFR claimsize distributions
- Numerical Calculation of Ruin Probabilities for Skip-Free Markov Chains
- Recursive calculation of the probability and severity of ruin
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- Simple approximations of ruin probabilities
- On the efficient evaluation of ruin probabilities for completely monotone claim distributions
- Tail bounds for the joint distribution of the surplus prior to and at ruin
- Approximate solutions of severity of ruins
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