An improved finite-time ruin probability formula and its Mathematica implementation

Zvetan G. Ignatov, Vladimir K. Kaishev, Rossen S. Krachunov

Open source

DOI
10.1016/s0167-6687(01)00078-6
Published
2001-12
Container
Insurance: Mathematics and Economics
Publisher
Elsevier BV
Open access
unknown

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BibTeX

@article{allodium:10.1016/s0167-6687-01-00078-6,
  title = {An improved finite-time ruin probability formula and its Mathematica implementation},
  author = {Zvetan G. Ignatov and Vladimir K. Kaishev and Rossen S. Krachunov},
  year = {2001},
  journal = {Insurance: Mathematics and Economics},
  doi = {10.1016/s0167-6687(01)00078-6},
  url = {https://doi.org/10.1016/s0167-6687(01)00078-6}
}

RIS

TY  - JOUR
TI  - An improved finite-time ruin probability formula and its Mathematica implementation
AU  - Zvetan G. Ignatov
AU  - Vladimir K. Kaishev
AU  - Rossen S. Krachunov
PY  - 2001
JO  - Insurance: Mathematics and Economics
DO  - 10.1016/s0167-6687(01)00078-6
UR  - https://doi.org/10.1016/s0167-6687(01)00078-6
ER  - 

APA

Ignatov, Z. G., Kaishev, V. K., & Krachunov, R. S. (2001). An improved finite-time ruin probability formula and its Mathematica implementation. Insurance: Mathematics and Economics. https://doi.org/10.1016/s0167-6687(01)00078-6

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