2026-06-29T07:52:14Zhttps://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

Multivariate characteristics of risk ruin processes using T-years deferred ruin probability Usábel Rodrigo, Miguel Arturo Multivariate risk process T-years deferred ruin probability Finite time multivariate ruin probability Recursive methods Series expansions Probabilidades (Matemáticas) Teoría de la decisión 1209.04 Teoría y Proceso de decisión 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. Decanato Fac. de Ciencias Económicas y Empresariales TRUE pub 2023-06-21T01:36:17Z 2023-06-21T01:36:17Z 1998 technical report https://hdl.handle.net/20.500.14352/64133 2255-5471 eng Documentos de Trabajo de la Facultad de Ciencias Económicas y Empresariales Atribución-NoComercial-CompartirIgual 3.0 España https://creativecommons.org/licenses/by-nc-sa/3.0/es/ open access application/pdf Facultad de Ciencias Económicas y Empresariales. Decanato