Title of article
Practical approximations for multivariate characteristics of risk processes
Author/Authors
Usلbel، نويسنده , , M.A.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1999
Pages
17
From page
397
To page
413
Abstract
The applicability aspects of power series expansions with respect to the arrival intensity, based on recursive algorithms, when approximating multivariate finite time ruin probabilities will be substantially enhanced using double Laplace transforms.
l also prove that power series methodology may be considered as an outstanding complement to diffusion approximations when the time horizon considered is not large.
Keywords
Recursive procedures , Double Laplace transforms , Finite time multivariate ruin probability , Multiple integrals , Power series expansions
Journal title
Insurance Mathematics and Economics
Serial Year
1999
Journal title
Insurance Mathematics and Economics
Record number
1542278
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