✦ LIBER ✦

Direct Calculation of Ruin Probabilities

✍ Scribed by Harry H. Panjer

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Recursive calculation of finite-time rui

✍ F. De Vylder; M.J. Goovaerts 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 371 KB

Numerical Calculation of Ruin Probabilit

✍ Masaaki Kijma 📂 Article 📅 1993 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 333 KB

Simulation of ruin probabilities

✍ P. Boogaert; A. De Waegenaere 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 393 KB

Estimation of ruin probabilities

✍ Jozef L. Teugels 📂 Article 📅 1982 🏛 Elsevier Science 🌐 English ⚖ 731 KB

Recursive calculation of the probability

✍ David C.M. Dickson 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 270 KB

Calculation of ruin probabilities for a

✍ Bladt, Mogens; Nielsen, Bo Friis; Samorodnitsky, Gennady 📂 Article 📅 2014 🏛 Taylor and Francis Group 🌐 English ⚖ 261 KB