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Recursive calculation of time to ruin distributions

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  • Cardoso, Rui M. R.
  • Egidio dos Reis, Alfredo D.

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  • Cardoso, Rui M. R. & Egidio dos Reis, Alfredo D., 2002. "Recursive calculation of time to ruin distributions," Insurance: Mathematics and Economics, Elsevier, vol. 30(2), pages 219-230, April.
    • Handle: RePEc:eee:insuma:v:30:y:2002:i:2:p:219-230
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    References listed on IDEAS

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    1. repec:cup:astinb:v:25:y:1995:i:02:p:153-175_00 is not listed on IDEAS
    2. De Vylder, F. & Goovaerts, M. J., 1988. "Recursive calculation of finite-time ruin probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 7(1), pages 1-7, January.
    3. repec:cup:astinb:v:21:y:1991:i:02:p:199-221_00 is not listed on IDEAS
    4. repec:cup:astinb:v:12:y:1981:i:01:p:22-26_00 is not listed on IDEAS
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    Cited by:

    1. Tamturk, Muhsin & Utev, Sergey, 2018. "Ruin probability via Quantum Mechanics Approach," Insurance: Mathematics and Economics, Elsevier, vol. 79(C), pages 69-74.
    2. 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.
    3. Egidio dos Reis, Alfredo D., 2002. "How many claims does it take to get ruined and recovered?," Insurance: Mathematics and Economics, Elsevier, vol. 31(2), pages 235-248, October.
    4. Li Qin & Susan M. Pitts, 2012. "Nonparametric Estimation of the Finite-Time Survival Probability with Zero Initial Capital in the Classical Risk Model," Methodology and Computing in Applied Probability, Springer, vol. 14(4), pages 919-936, December.

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