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Practical approximations for multivariate characteristics of risk processes

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  • Usabel, M. A.

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  • Usabel, M. A., 1999. "Practical approximations for multivariate characteristics of risk processes," Insurance: Mathematics and Economics, Elsevier, vol. 25(3), pages 397-413, December.
    • Handle: RePEc:eee:insuma:v:25:y:1999:i:3:p:397-413
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    References listed on IDEAS

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    1. Blanc, J.P.C., 1990. "The power-series algorithm applied to cyclic polling systems," Research Memorandum FEW 445, Tilburg University, School of Economics and Management.
    2. Frey, Andreas & Schmidt, Volker, 1996. "Taylor-series expansion for multivariate characteristics of classical risk processes," Insurance: Mathematics and Economics, Elsevier, vol. 18(1), pages 1-12, May.
    3. Dickson, David C. M., 1989. "Recursive calculation of the probability and severity of ruin," Insurance: Mathematics and Economics, Elsevier, vol. 8(2), pages 145-148, June.
    4. Thorin, Olof & Wikstad, Nils, 1973. "Numerical evaluation of ruin probabilities for a finite period," ASTIN Bulletin, Cambridge University Press, vol. 7(2), pages 137-153, September.
    5. Wikstad, Nils, 1971. "Exemplification of Ruin Probabilities," ASTIN Bulletin, Cambridge University Press, vol. 6(2), pages 147-152, December.
    6. Dickson, David C. M., 1993. "On the distribution of the claim causing ruin," Insurance: Mathematics and Economics, Elsevier, vol. 12(2), pages 143-154, April.
    7. Gerber, Hans U. & Goovaerts, Marc J. & Kaas, Rob, 1987. "On the Probability and Severity of Ruin," ASTIN Bulletin, Cambridge University Press, vol. 17(2), pages 151-163, November.
    8. Dufresne, Francois & Gerber, Hans U., 1988. "The surpluses immediately before and at ruin, and the amount of the claim causing ruin," Insurance: Mathematics and Economics, Elsevier, vol. 7(3), pages 193-199, October.
    9. Dickson, David C. M. & Waters, Howard R., 1992. "The Probability and Severity of Ruin in Finite and Infinite Time," ASTIN Bulletin, Cambridge University Press, vol. 22(2), pages 177-190, November.
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