Calculating multivariate ruin probabilities via Gaver-Stehfest inversion technique

Insurance: Mathematics and Economics

Volumn 25, Issue 2, 1999, Pages 133-142

  Usábel, Miguel ^a,b  

^a DEPARTMENT OF BUSINESS ADMINISTRATION   (Spain)

^b HERIOT WATT UNIVERSITY   (United Kingdom)

Author keywords

G22; IM13; IM20; Integral equations; Laplace transform; Multivariate ultimate ruin probability; Numerical methods

Indexed keywords

EID: 0005007720     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(99)00029-3     Document Type: Article

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