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Practical approximations for multivariate characteristics of risk processes

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  • Usabel, M. A.

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  • Usabel, M. A., 1999. "Practical approximations for multivariate characteristics of risk processes," Insurance: Mathematics and Economics, Elsevier, vol. 25(3), pages 397-413, December.
    • Handle: RePEc:eee:insuma:v:25:y:1999:i:3:p:397-413
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    References listed on IDEAS

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    1. repec:cup:astinb:v:6:y:1971:i:02:p:147-152_01 is not listed on IDEAS
    2. Dickson, David C. M., 1993. "On the distribution of the claim causing ruin," Insurance: Mathematics and Economics, Elsevier, vol. 12(2), pages 143-154, April.
    3. Frey, Andreas & Schmidt, Volker, 1996. "Taylor-series expansion for multivariate characteristics of classical risk processes," Insurance: Mathematics and Economics, Elsevier, vol. 18(1), pages 1-12, May.
    4. repec:cup:astinb:v:17:y:1987:i:02:p:151-163_00 is not listed on IDEAS
    5. Dickson, David C. M., 1989. "Recursive calculation of the probability and severity of ruin," Insurance: Mathematics and Economics, Elsevier, vol. 8(2), pages 145-148, June.
    6. Blanc, J.P.C., 1990. "The power-series algorithm applied to cyclic polling systems," Research Memorandum FEW 445, Tilburg University, School of Economics and Management.
    7. Dufresne, Francois & Gerber, Hans U., 1988. "The surpluses immediately before and at ruin, and the amount of the claim causing ruin," Insurance: Mathematics and Economics, Elsevier, vol. 7(3), pages 193-199, October.
    8. repec:cup:astinb:v:22:y:1992:i:02:p:177-190_00 is not listed on IDEAS
    9. repec:cup:astinb:v:7:y:1973:i:02:p:137-153_00 is not listed on IDEAS
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