A review of the numerical calculation of ruin probabilities by means of recursions

DOI10.1002/ASM.3150070108MaRDI QIDQ4299580zbMATH OpenOpenAlexFDO

Authors A. Steenackers, Marc J. Goovaerts

Publication date 4 July 1994

Published in Applied Stochastic Models and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/asm.3150070108

zbMATH Keywords

ruin probabilityrecursions

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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