%0 Report
%A Usábel Rodrigo, Miguel Arturo
%T Approximations for multivariate characteristics of classical risk ruin processes
%J Documentos de Trabajo de la Facultad de Ciencias Económicas y Empresariales
%D 1998
%@ 2255-5471
%U https://hdl.handle.net/20.500.14352/64131
%X Multivariate characteristic of risk processes are of high interest to academic actuaries. In such modele the probability of ruin ie obtained not only considering initial reserves u but the severity of ruin y and the surplus before ruin x. This ruin probability can be expressed using an integral equation that can be efficiently solved using Gaver-Stehfest method of invertig Laplace transforms.
%~