Numerical evaluation of continuous time ruin probabilities for a portfolio with credibility updated premiums
The probability of ruin in continuous and finite time is numerically evaluated in a classical risk process where the premium can be updated according to credibility models and therefore change from year to year. A major consideration in the development of this approach is that it should be easily ap...
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| Outros Autores: | , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2022
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10400.5/24467 |
| País: | Portugal |
| Oai: | oai:www.repository.utl.pt:10400.5/24467 |