Recursive Calculation of Finite-time Ruin Probabilities

Devylder, F.;Goovaerts, MJ.
(1988) Insurance: Mathematics and Economics — Vol. 7, n° 1, p. 1-7 (1988)

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  • Devylder, F.
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  • Goovaerts, MJ.
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Devylder, F., & Goovaerts, MJ. (1988). Recursive Calculation of Finite-time Ruin Probabilities. Insurance: Mathematics and Economics, 7(1), 1-7. https://doi.org/10.1016/0167-6687(88)90089-3 (Original work published 1988)