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Finite-Time Ruin Probabilities Using Bivariate Laguerre Series
Eric C.K. Cheung, Jae-Kyung Woo
Author
Eric C.K. Cheung, Jae-Kyung Woo
Title
Finite-Time Ruin Probabilities Using Bivariate Laguerre Series
Description
This notebook demonstrates how to calculate finite-time ruin probability in the compound Poisson risk model based on the publication with the same title (https://doi.org/10.1080/03461238.2022.2089051).
Category
Academic Articles & Supplements
Keywords
Actuarial science, Compound Poisson risk model; Finite-time ruin probability, Laguerre series.
URL
http://www.notebookarchive.org/2022-08-du0w05f/
DOI
https://notebookarchive.org/2022-08-du0w05f
Date Added
2022-08-30
Date Last Modified
2022-08-30
File Size
123.31 kilobytes
Supplements
Rights
CC BY-NC-SA 4.0
Cite this as: Eric C.K. Cheung, Jae-Kyung Woo, "Finite-Time Ruin Probabilities Using Bivariate Laguerre Series" from the Notebook Archive (2022), https://notebookarchive.org/2022-08-du0w05f
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