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

DOI10.1002/ASM.3150070108zbMATH Open0800.62673OpenAlexW1971995025MaRDI QIDQ4299580FDOQ4299580

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)

Cites Work

• Title not available (Why is that?)

This page was built for publication: A review of the numerical calculation of ruin probabilities by means of recursions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4299580)