scholarly journals Some stable algorithms in ruin theory and their applications

1996 ◽  
Vol 17 (3) ◽  
pp. 235
Author(s):  
D.C.M. Dickson ◽  
A.D. Egidio dos Reis ◽  
H.R. Waters
Keyword(s):  
Ruin Theory ◽  
Stable Algorithms

scholarly journals Some Stable Algorithms in Ruin Theory and Their Applications

1995 ◽  
Vol 25 (2) ◽  
pp. 153-175 ◽  
Author(s):  
David C.M. Dickson ◽  
Alfredo D. Egídio dos Reis ◽  
Howard R. Waters
Keyword(s):  
Risk Model ◽  
Recursive Algorithm ◽  
Recursive Algorithms ◽  
Classical Risk Model ◽  
Ruin Theory ◽  
Marginal Distributions ◽  
The Classical Risk Model ◽  
Stable Algorithms ◽  
Severity Of Ruin

AbstractIn this paper we present a stable recursive algorithm for the calculation of the probability of ultimate ruin in the classical risk model. We also present stable recursive algorithms for the calculation of the joint and marginal distributions of the surplus prior to ruin and the severity of ruin. In addition we present bounds for these distributions.

scholarly journals Core Stable Algorithms for Coalition Games with Complementarities and Peer Effects

2015 ◽  
Vol 43 (3) ◽  
pp. 72-75 ◽  
Author(s):  
Mikael Touati ◽  
Rachid El-Azouzi ◽  
Marceau Coupechoux ◽  
Eitan Altman ◽  
Jean-Marc Kelif
Keyword(s):  
Peer Effects ◽  
Stable Algorithms

scholarly journals Properties of a Risk Measure Derived from Ruin Theory

2010 ◽  
Vol 36 (2) ◽  
pp. 174-188 ◽  
Author(s):  
Julien Trufin ◽  
Hansjoerg Albrecher ◽  
Michel M Denuit
Keyword(s):  
Risk Measure ◽  
Ruin Theory

Ruin theory

2012 ◽  
pp. 143-168
Author(s):  
Yiu-Kuen Tse
Keyword(s):  
Ruin Theory

Inequality extensions of Prabhu’s formula in ruin theory

1999 ◽  
Vol 24 (3) ◽  
pp. 249-271 ◽  
Author(s):  
F.E. De Vylder ◽  
M.J. Goovaerts
Keyword(s):  
Ruin Theory

Advanced Ruin Theory

2016 ◽  
pp. 160-210
Author(s):  
David C. M. Dickson
Keyword(s):  
Ruin Theory
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