Calculating continuous time ruin probabilities for a large portfolio with varying premiums
In this paper we present a method for the numerical evaluation of the ruin probability in continuous and finite time for a classical risk process where the premium can change from year to year. A major consideration in the development of this methodology is that it should be easily applicable to lar...
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| Outros Autores: | , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2022
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10400.5/24725 |
| País: | Portugal |
| Oai: | oai:www.repository.utl.pt:10400.5/24725 |