Calculations of ruin probabilities concerning claim occurrences

DOI10.1016/S0252-9602(10)60089-6zbMath1237.62160MaRDI QIDQ551386

Rong Wu, Shan-shan Wang, Chun-sheng Zhang

Publication date: 19 July 2011

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

zbMATH Keywords

oscillations; recursive calculations; perturbed classical surplus model

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

65R10: Numerical methods for integral transforms