On finite-time ruin probabilities for classical risk models

DOI10.1080/03461230701766882zbMath1164.91033OpenAlexW2010508280MaRDI QIDQ3608235

Loisel Stéphane, Claude Lefèvre

Publication date: 28 February 2009

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461230701766882

zbMATH Keywords

ruin probabilityvalue-at-riskcompound Poisson modelSolvency IIcompound binomial modelballot theorempseudo-distributionsfinite and infinite horizon

Mathematics Subject Classification ID

Related Items (29)

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