✦ LIBER ✦
093026 (M13) The probability of ruin in finite time with discrete claim size distribution : Picard P., Lefèvre C., Scandinavian Actuarial Journal, 1997, 1, pp. 58–69
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 174 KB
- Volume
- 20
- Category
- Article
- ISSN
- 0167-6687
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✦ Synopsis
authors extend the solution to the case of a iognormal distribution with three parameters. Practical numerical results are given.