RT Report
T1 Approximations for multivariate characteristics of classical risk ruin processes
A1 Usábel Rodrigo, Miguel Arturo
AB 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.
PB Facultad de Ciencias Económicas y Empresariales. Decanato
SN 2255-5471
YR 1998
FD 1998
LK https://hdl.handle.net/20.500.14352/64131
UL https://hdl.handle.net/20.500.14352/64131
LA eng
DS Docta Complutense
RD 6 abr 2025