A finite-time ruin probability formula for continuous claim severities
By Z. Ignatov, Vladimir K. Kaishev. Journal of Applied Probability, 2004
48 citations recorded by the source corpus.
Subfields: Demography, Economics and Econometrics, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/4447e7d84f5ce6b1f937e12d0af65eab1106c4af
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In Demography
In Economics and Econometrics
In Management Science and Operations Research
Citations in the corpus
- On finite-time ruin probabilities for classical risk models (2008, background): “[17] Ignatov, Z. G., Kaishev, V. K. and Krachunov, R. S., 2001, An improved finite-time ruin probability formula and its Mathematica implementation.”