Taylor-series expansion for multivariate characteristics of classical risk processes

Insurance: Mathematics and Economics

Volumn 18, Issue 1, 1996, Pages 1-12

  Frey, Andreas ^a   Schmidt, Volker ^a  

^a UNIVERSITY OF ULM   (Germany)

Author keywords

Finite time; Infinite time; Joint probabilities; Risk theory, ruin time; Series expansion; Severity of ruin; Surplus prior to ruin

Indexed keywords

EID: 0030136863     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-6687(95)00013-5     Document Type: Article

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