2026-06-27T11:25:09Zhttps://docta.ucm.es/rest/oai/request

oai:docta.ucm.es:20.500.14352/641332025-07-09T14:02:17Zcom_20.500.14352_14col_20.500.14352_17

Usábel Rodrigo, Miguel Arturo 2023-06-21T01:36:17Z 2023-06-21T01:36:17Z 1998 2255-5471 https://hdl.handle.net/20.500.14352/64133 https://economicasyempresariales.ucm.es/working-papers-ccee 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 generalization will be considered, firts beyond the classical case and later, in the classical context, for any distribution of the claim size. It will be also proved that the recursive procedure can be simplified. eng https://creativecommons.org/licenses/by-nc-sa/3.0/es/ open access Atribución-NoComercial-CompartirIgual 3.0 España Multivariate characteristics of risk ruin processes using T-years deferred ruin probability technical report