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Scandinavian Actuarial Journal Volume 1996, 1996 - Issue 2
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Original Article

Classical numerical ruin probabilities

F. De Vylder Université: Catholique de, Helleveien 30, 1348, Louvain-Ia-Neuve, Belgium
&
E. Marceau Université: Catholique de, Helleveien 30, 1348, Louvain-Ia-Neuve, Belgium
Pages 109-123 | Received 01 Nov 1994, Published online: 22 Dec 2011

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Hiroshi Shiraishi. (2016) Review of statistical actuarial risk modelling. Cogent Mathematics 3:1.
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Claude Lefèvre & Stéphane Loisel. (2008) On finite-time ruin probabilities for classical risk models. Scandinavian Actuarial Journal 2008:1, pages 41-60.
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Kam-Chuen Yuen & Junyi Guo. (2006) Some results on the compound Markov binomial model. Scandinavian Actuarial Journal 2006:3, pages 129-140.
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Héléne Cossette, David Landriault & Étienne Marceau. (2003) Ruin Probabilities in the Compound Markov Binomial Model. Scandinavian Actuarial Journal 2003:4, pages 301-323.
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Articles from other publishers (23)

Jae-Kyung Woo & Haibo Liu. (2018) Discounted Aggregate Claim Costs Until Ruin in the Discrete-Time Renewal Risk Model. Methodology and Computing in Applied Probability 20:4, pages 1285-1318.
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Hélène Cossette, Etienne Marceau, Itre Mtalai & Déry Veilleux. (2018) Dependent risk models with Archimedean copulas: A computational strategy based on common mixtures and applications. Insurance: Mathematics and Economics 78, pages 53-71.
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David J. Santana, Juan González-Hernández & Luis Rincón. (2016) Approximation of the Ultimate Ruin Probability in the Classical Risk Model Using Erlang Mixtures. Methodology and Computing in Applied Probability 19:3, pages 775-798.
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Pierre Devolder, Jacques Janssen & Raimondo Manca. 2015. Basic Stochastic Processes. Basic Stochastic Processes 301 307 .
Cary Chi‐Liang Tsai. 2014. Wiley StatsRef: Statistics Reference Online. Wiley StatsRef: Statistics Reference Online.
Attahiru Sule Alfa & Steve Drekic. (2015) Algorithmic Analysis of the Sparre Andersen Model in Discrete Time. ASTIN Bulletin 37:2, pages 293-317.
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Attahiru Sule Alfa & Steve Drekic. (2015) Algorithmic Analysis of the Sparre Andersen Model in Discrete Time. ASTIN Bulletin 37:2, pages 293-317.
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Hélène Cossette, David Landriault & Étienne Marceau. (2004) Compound binomial risk model in a markovian environment. Insurance: Mathematics and Economics 35:2, pages 425-443.
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Cary Chi‐Liang Tsai. 2004. Encyclopedia of Actuarial Science. Encyclopedia of Actuarial Science.
X. Sheldon Lin. 2004. Encyclopedia of Actuarial Science. Encyclopedia of Actuarial Science.
Cary Chi‐Liang Tsai. 2004. Encyclopedia of Actuarial Science. Encyclopedia of Actuarial Science.
Hélène Cossette, David Landriault & Étienne Marceau. (2004) Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model. Insurance: Mathematics and Economics 34:3, pages 449-466.
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Ton G. de Kok. (2003) Ruin probabilities with compounding assets for discrete time finite horizon problems, independent period claim sizes and general premium structure. Insurance: Mathematics and Economics 33:3, pages 645-658.
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Philippe Picard, Claude Lefèvre & Ibrahim Coulibaly. (2016) Problèmes de ruine en théorie du risque à temps discret avec horizon fini. Journal of Applied Probability 40:3, pages 527-542.
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Philippe Picard, Claude Lefèvre & Ibrahim Coulibaly. (2016) Problèmes de ruine en théorie du risque à temps discret avec horizon fini. Journal of Applied Probability 40:03, pages 527-542.
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Jun Cai. (2016) Ruin probabilities with dependent rates of interest. Journal of Applied Probability 39:2, pages 312-323.
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Jun Cai. (2016) Ruin probabilities with dependent rates of interest. Journal of Applied Probability 39:02, pages 312-323.
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Étienne Marceau & Jacques Rioux. (2001) On robustness in risk theory. Insurance: Mathematics and Economics 29:2, pages 167-185.
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Shixue Cheng, Hans U. Gerber & Elias S.W. Shiu. (2000) Discounted probabilities and ruin theory in the compound binomial model. Insurance: Mathematics and Economics 26:2-3, pages 239-250.
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Mats Gyllenberg & Dmitrii S. Silvestrov. (2000) Cramér–Lundberg approximation for nonlinearly perturbed risk processes. Insurance: Mathematics and Economics 26:1, pages 75-90.
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David C.M. Dickson & Howard R. Waters. (1999) Ruin probabilities with compounding assets. Insurance: Mathematics and Economics 25:1, pages 49-62.
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HHllne Cossette, Etienne Marceau & Itre Mtalai. (2017) Archimedean Copulas: Aggregation, Capital Allocation and Other Applications. SSRN Electronic Journal.
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Benjamin Avanzi. (2008) A Review of Modern Collective Risk Theory with Dividend Strategies. SSRN Electronic Journal.
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