TY  - RPRT
AU  - Ramsay, Colin M.
AU  - Usábel Rodrigo, Miguel Arturo
PY  - 1997
SN  - 2255-5471
UR  - https://hdl.handle.net/20.500.14352/64124
AB  - When claims in the compound Poisson risk model are from a heavy-tailed distribution (such as the Pareto or the lognormal), traditional techniques used to compute the probability of ultimate ruin converge slowly to desired probabilities. Thus, faster...
LA  - eng
A3  - Facultad de Ciencias Económicas y Empresariales. Decanato
KW  - Integral equation
KW  - Convergence
KW  - Heavy-tailed distributions
TI  - Calculating ruin probabilities via product integration
TY  - technical report
VL  - 1997
ER  -