TY  - RPRT
AU  - Usábel Rodrigo, Miguel Arturo
PY  - 1998
SN  - 2255-5471
UR  - https://hdl.handle.net/20.500.14352/64131
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...
LA  - eng
A3  - Facultad de Ciencias Económicas y Empresariales. Decanato
KW  - Multivariate ultimate ruin probability
KW  - Laplace transform
KW  - Integral equations
KW  - Numerical methods.
TI  - Approximations for multivariate characteristics of classical risk ruin processes
TY  - technical report
VL  - 1998
ER  -