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A Practical Algorithm for Approximating the Probability of Ruin
(3) appears to offer a direct approach for evaluating ~(u), in practice, direct evaluation of ~(u) is ... ASTIN Bulletin 12 (1981): 22-26. 24. PANJER, H.H. "Direct Calculation of Ruin Probabilities," Journal of ...- Authors: Colin M Ramsay
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods