2026-06-28T15:20:38Zhttps://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 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. 2023-06-21T01:36:17Z 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 https://creativecommons.org/licenses/by-nc-sa/3.0/es/ open access Atribución-NoComercial-CompartirIgual 3.0 España Facultad de Ciencias Económicas y Empresariales. Decanato