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Numerical approximations to the probability of ruin

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Publication:3013387
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zbMATH Open1222.91022MaRDI QIDQ3013387FDOQ3013387

Author name not available (Why is that?)

Publication date: 18 July 2011





Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)



Cited In (6)

  • Title not available (Why is that?)
  • Approximations for the probability of ruin within finite time
  • Numerical Calculation of Ruin Probabilities for Skip-Free Markov Chains
  • Title not available (Why is that?)
  • Simple approximations of ruin probabilities
  • Approximate solutions of severity of ruins


   Recommendations
  • Approximations for the probability of ruin within finite time πŸ‘ πŸ‘Ž
  • A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model πŸ‘ πŸ‘Ž
  • Classical numerical ruin probabilities πŸ‘ πŸ‘Ž
  • On the computation of upper approximations to ultimate ruin probabilities in case of DFR claimsize distributions πŸ‘ πŸ‘Ž
  • The approximations of the ruin probability in classical risk model πŸ‘ πŸ‘Ž





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