Usábel Rodrigo, Miguel Arturo2023-06-212023-06-2119982255-5471https://hdl.handle.net/20.500.14352/64131Multivariate 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.engAtribución-NoComercial-CompartirIgual 3.0 Españahttps://creativecommons.org/licenses/by-nc-sa/3.0/es/technical reporthttps://economicasyempresariales.ucm.es/working-papers-cceeopen accessMultivariate ultimate ruin probabilityLaplace transformIntegral equationsNumerical methods.Probabilidades (Matemáticas)Teoría de la decisión1209.04 Teoría y Proceso de decisión