A Note On the Solution of Practical Ruin Problems

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Authors	:	Devylder, F. Goovaerts, MJ.
Document type	:	Article de périodique (Journal article) – Article de recherche
Abstract	:	An algorithm is presented in order to solve numerically all practical ruin problems mentioned by Howard Waters in his Monte Verita lecture of 1993. Severity of ruin, interest, dividends, varying severity loadings, ... can be taken into account.
Access type	:	Accès restreint
Publication date	:	1994
Language	:	Anglais
Journal information	:	"Insurance: Mathematics and Economics" - Vol. 15, no. 2-3, p. 181-186 (1994)
Peer reviewed	:	yes
Publisher	:	Elsevier Science Bv (Amsterdam)
issn	:	0167-6687
e-issn	:	1873-5959
Publication status	:	Publié
Affiliation	:	UCL
Keywords	:	RUIN PROBABILITY ; DIVIDEND
Links	:	[DOI]https://doi.org/10.1016/0167-6687(94)90793-5 [Handle]http://hdl.handle.net/2078.1/48421

Bibliographic reference	Devylder, F. ; Goovaerts, MJ.. A Note On the Solution of Practical Ruin Problems. In: Insurance: Mathematics and Economics, Vol. 15, no. 2-3, p. 181-186 (1994)
Permanent URL	http://hdl.handle.net/2078.1/48421