An improved recursive solution to the ruin probability in a classical discrete risk model. Its implementation and comparison

zbMATH Open1083.62105MaRDI QIDQ3373499FDOQ3373499

Authors: Weiwei Tang, Hangxing Wang 

Publication date: 13 March 2006

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• scientific article; zbMATH DE number 1989772
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zbMATH Keywords

probability of ultimate ruincompound binominal model

Mathematics Subject Classification ID

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

Cited In (3)

• Computing ruin probability in the classical risk model
• Recursive calculation of finite-time ruin probabilities
• Further analysis of ruin in a discrete risk model

Uses Software

• Matlab

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