The probability of ruin in finite time with discrete claim size distribution
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Publication:4248561
DOI10.1080/03461238.1997.10413978zbMath0926.62103OpenAlexW2040072652MaRDI QIDQ4248561
Philippe Picard, Claude Lefèvre
Publication date: 28 November 1999
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1997.10413978
Applications of statistics to actuarial sciences and financial mathematics (62P05) Signal detection and filtering (aspects of stochastic processes) (60G35)
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