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Lundberg Approximations for Compound Distributions with Insurance Applications. By G. E. Willmot and X. S. Lin. (Springer, 2000)
Published online by Cambridge University Press: 10 June 2011
Abstract
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- Copyright © Institute and Faculty of Actuaries 2001
References
Dickson, D.C.M. (1989). Recursive calculation of the probability and severity of ruin. Insurance: Mathematics & Economics, 8, 145–148.Google Scholar
Panjer, H.H. (1981). Recursive calculation of a family of compound distributions. ASTIN Bulletin, 12, 22–26.CrossRefGoogle Scholar