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Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate
Stochastic Models, 2008exaly
Explicit Finite Time Ruin Probablities in the Continuous Case
Insurance: Mathematics & Economics, 1999de Vijlder, F.E.C., Goovaerts, M.J.
openaire +2 more sources
232019 (M13, M10) On numerical evaluation of finite time ruin probabilities
Insurance: Mathematics and Economics, 1998openaire +1 more source
Bootstrapped Finite-Time Ruin Probabilities with Partly Shifted Risk Processes
2008openaire +1 more source
Erratum: "Approximations for the probability of ruin within finite time"
1985openaire +1 more source