A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model
- DOI
- 10.1016/j.cam.2015.06.003
- Published
- 2015
- Container
- Journal of Computational and Applied Mathematics
- Publisher
- Not recorded
- Open access
- yes
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Cite this work
BibTeX
@article{allodium:10.1016/j.cam.2015.06.003,
title = {A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model},
author = {Pierre-Olivier Goffard and Stéphane Loisel and Denys Pommeret},
year = {2015},
journal = {Journal of Computational and Applied Mathematics},
doi = {10.1016/j.cam.2015.06.003},
url = {https://doi.org/10.1016/j.cam.2015.06.003}
}RIS
TY - JOUR TI - A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model AU - Pierre-Olivier Goffard AU - Stéphane Loisel AU - Denys Pommeret PY - 2015 JO - Journal of Computational and Applied Mathematics DO - 10.1016/j.cam.2015.06.003 UR - https://doi.org/10.1016/j.cam.2015.06.003 ER -
APA
Goffard, P., Loisel, S., & Pommeret, D. (2015). A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model. Journal of Computational and Applied Mathematics. https://doi.org/10.1016/j.cam.2015.06.003
Source records
- hal · retrieved 2026-09-25T00:36:41.075Z