Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion
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Cites work
- scientific article; zbMATH DE number 3863589 (Why is no real title available?)
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Cited in
(9)- Solving the finite-time ruin problems by Laguerre series expansion
- Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times
- Finite-time ruin probabilities using bivariate Laguerre series
- On dividends and Gerber-Shiu analysis with constant interest and a periodic-threshold mixed strategy
- Infinite series expansion of some finite-time dividend and ruin related functions
- A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process
- High order expansions for renewal functions and applications to ruin theory
- Inequalities on the ruin probability for light-tailed distributions with some restrictions
- The Gerber-Shiu discounted penalty function: a review from practical perspectives
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