Numerical Finite-Time Ruin Probabilities by the Picard–Lefèvre Formula

By De Vylder F.E.  

Scandinavian Actuarial Journal, Vol. 1999, Iss. 2, 1999-12 ,pp. : 97-105

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On finite-time ruin probabilities with reinsurance cycles influenced by large claims

By Bargès Mathieu  

Scandinavian Actuarial Journal, Vol. 2013, Iss. 3, 2013-05 ,pp. : 163-185

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Erlangian approximation to finite time ruin probabilities in perturbed risk models

By Stanford David   Yu Kaiqi   Ren Jiandong  

Scandinavian Actuarial Journal, Vol. 2011, Iss. 1, 2011-03 ,pp. : 38-58

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Computing finite-time survival probabilities using multinomial approximations of risk models

By Costabile M.   Massabò I.   Russo E.  

Scandinavian Actuarial Journal, Vol. 2015, Iss. 5, 2015-07 ,pp. : 406-422

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Approximations for Finite Horizon Ruin Probabilities in the Renewal Model

By Asmussen S.   Højgaard B.  

Scandinavian Actuarial Journal, Vol. 99, Iss. 2, 1999-12 ,pp. : 106-119

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