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  • Comparing Needs for Initial Surplus in Collective Risk Models
    papers have presented methods for ap- proximating ¢(u), the infinite time ruin function. Goovaerts and ... algorithm to obtain upper and lower bounds on ¢(u), and hence on the error in the approximation. They ...

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    • Authors: John A Beekman, Clinton P Fuelling
    • Date: Jan 1995
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Publication Name: Actuarial Research Clearing House
    • Topics: Enterprise Risk Management>Risk measurement - ERM