A recursive evaluation of the finite time ruin probability based on a equation of Seal

DOI10.1016/0167-6687(91)90002-FMaRDI QIDQ806910zbMATH OpenOpenAlexFDO

Authors B. M. Kling, Marc J. Goovaerts

Publication date 1991

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

Full work available at URL https://doi.org/10.1016/0167-6687(91)90002-f

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites work

• scientific article; zbMATH DE number 3671542 (Why is no real title available?)
• scientific article; zbMATH DE number 3312403 (Why is no real title available?)
• Recursive calculation of finite-time ruin probabilities

Cited in

(2)

• Nonparametric estimation of the finite-time survival probability with zero initial capital in the classical risk model
• A note on the solution of practical ruin problems

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