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072031 (M13, M20) The probability of ruin in view of the Doléans equation : M∅ller C.M., University of Copenhagen, Denmark, Working Paper No. 125, 1994

Publisher: Elsevier Science
Year: 1995
Tongue: English
Weight: 107 KB
Volume: 16
Category: Article
ISSN: 0167-6687
DOI: 10.1016/0167-6687(95)97099-g

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## Abstracts and Reviews based on the framework of the BUhlmann and Straubmodel. The results are compared with those obtained by applying the model suggested by Ramlau-Hansen.