Macro-economic version of a classical formula in risk theory
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Bibliographic InfoArticle provided by Elsevier in its journal Insurance: Mathematics and Economics.
Volume (Year): 9 (1990)
Issue (Month): 2-3 (September)
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Web page: http://www.elsevier.com/locate/inca/505554
Other versions of this item:
- De Waegenaere , A.M.B. & Boogaert , P., 1990. "Macro-economic version of a classical formula in risk theory," Open Access publications from Tilburg University urn:nbn:nl:ui:12-402617, Tilburg University.
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- Cardoso, Rui M. R. & R. Waters, Howard, 2003. "Recursive calculation of finite time ruin probabilities under interest force," Insurance: Mathematics and Economics, Elsevier, vol. 33(3), pages 659-676, December.
- Brekelmans, Ruud & De Waegenaere, Anja, 2001.
"Approximating the finite-time ruin probability under interest force,"
Insurance: Mathematics and Economics,
Elsevier, vol. 29(2), pages 217-229, October.
- Brekelmans, R.C.M. & De Waegenaere, A.M.B., 2000. "Approximating the Finite-Time Ruin Probability under Interest Force," Discussion Paper 2000-111, Tilburg University, Center for Economic Research.
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