Computing ruin probability in the classical risk model
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Publication:845482
DOI10.1134/S0005117909120170zbMATH Open1182.91096OpenAlexW2112425964MaRDI QIDQ845482FDOQ845482
Authors: G. Sh. Tsitsiashvili 
Publication date: 29 January 2010
Published in: Automation and Remote Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0005117909120170
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Cites Work
- Title not available (Why is that?)
- Ruin problems with assets and liabilities of diffusion type
- The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails
- Title not available (Why is that?)
- Title not available (Why is that?)
- Estimates for the probability of ruin with special emphasis on the possibility of large claims
- Tails of waiting times and their bounds
- On a gamma series expansion for the time-dependent probability of collective ruin
Cited In (6)
- Calculating multivariate ruin probabilities via Gaver-Stehfest inversion technique
- Title not available (Why is that?)
- Functional sensitivity analysis of ruin probability in the classical risk models
- An improved recursive solution to the ruin probability in a classical discrete risk model. Its implementation and comparison
- Title not available (Why is that?)
- On a simple quasi-Monte Carlo approach for classical ultimate ruin probabilities
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