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Lundberg Approximations for Compound Distributions with Insurance Applications. By G. E. Willmot and X. S. Lin. (Springer, 2000)

Published online by Cambridge University Press:  10 June 2011

Abstract

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Type
Reviews
Copyright
Copyright © Institute and Faculty of Actuaries 2001

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References

Dickson, D.C.M. (1989). Recursive calculation of the probability and severity of ruin. Insurance: Mathematics & Economics, 8, 145148.Google Scholar
Panjer, H.H. (1981). Recursive calculation of a family of compound distributions. ASTIN Bulletin, 12, 2226.CrossRefGoogle Scholar