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
Link To Document :
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