✦ LIBER ✦

Another look at the Picard-Lefèvre formula for finite-time ruin probabilities

✍ Scribed by Didier Rullière; Stéphane Loisel

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

093026 (M13) The probability of ruin in

📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 174 KB

authors extend the solution to the case of a iognormal distribution with three parameters. Practical numerical results are given.