Another look at the Picard--Lefèvre formula for finite-time ruin probabilities

DOI10.1016/j.insmatheco.2004.07.001zbMath1103.91048OpenAlexW2077271045MaRDI QIDQ704403

Didier Rullière, Stéphane Loisel

Publication date: 13 January 2005

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2004.07.001

zbMATH Keywords

Appell polynomialsclassical risk modelfinite-time ruin probabilitiesdiscrete claim-size distributionspseudo-compound distributions

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)

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