Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models

By D. Stanford, Florin Avram, Andrei L. Badescu, Lothar Breuer, A. D. Silva Soares, Guy Latouche. ASTIN Bulletin: The Journal of the International Actuarial Association, 2005

50 citations recorded by the source corpus.

Subfields: Demography, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/69b3260715ac8bae31f1cbecfc79bf71c40c5664