A monotonically converging algorithm for the severity of ruin in a discrete semi-markov risk model
type: Item
instance of: scholarly article
title: A monotonically converging algorithm for the severity of ruin in a discrete semi-markov risk model
zbMATH Open document ID: 1101.60070
DOI: 10.1080/03461230410019024
author: Jean-Marie Reinhard
author: M. Snoussi
published in: Scandinavian Actuarial Journal
publication date: 2006-05-24T00:00:00Z
Mathematics Subject Classification ID: 60K20
Mathematics Subject Classification ID: 60K15
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60J20
zbMATH DE Number: 5026189
zbMATH Keywords: ruin probability
zbMATH Keywords: severity of ruin
zbMATH Keywords: recursive calculation
zbMATH Keywords: stable algorithm
zbMATH Keywords: monotonically converging algorithm
MaRDI profile type: MaRDI publication profile
full work available at URL: https://doi.org/10.1080/03461230410019024
OpenAlex ID: W2047544000
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description: scientific article; zbMATH DE number 5026189