Approximations for finite horizon ruin probabilities in the renewal model

Scandinavian Actuarial Journal

Volumn 1999, Issue 2, 1999, Pages 106-119

  Asmussen, Søren ^a   Højgaard, Bjarne ^b  

^a LUND UNIVERSITY   (Sweden)

^b AALBORG UNIVERSITY   (Denmark)

Author keywords

Finite horizon; Renewal model; Risk theory

Indexed keywords

EID: 85011448719     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461239950132606     Document Type: Article

References (17)

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