TY  - RPRT
AU  - Usábel Rodrigo, Miguel Arturo
PY  - 1998
SN  - 2255-5471
UR  - https://hdl.handle.net/20.500.14352/64133
AB  - Frey and Schmidt (1996) obtained a recursive method of approximating finite time multivariate ruin probability based on a Mc-Laurin expansion for the classical case and exponentially tailed distributions of the claim size. In this work a...
LA  - eng
A3  - Facultad de Ciencias Económicas y Empresariales. Decanato
KW  - Multivariate risk process
KW  - T-years deferred ruin probability
KW  - Finite time multivariate ruin probability
KW  - Recursive methods
KW  - Series expansions.
TI  - Multivariate characteristics of risk ruin processes using T-years deferred ruin probability
TY  - technical report
VL  - 1998
ER  -