A solution to the ruin problem for Pareto distributions

Handbook of Mathematical Functions

Donald A. McQuarrie · American Journal of Physics · 1966 · 40.9K citations

Natural Sciences, Mathematics, Differential Equations +10

Numerical Inversion of Laplace Transforms of Probability Distributions

Joseph Abate, Ward Whitt · INFORMS Journal on Computing · 1995 · 706 citations

Natural Sciences, Computer Science, Scientific Computing +16

Estimates for the probability of ruin with special emphasis on the possibility of large claims

Paul Embrechts, Noël Veraverbeke · Insurance Mathematics and Economics · 1982 · 413 citations

Natural Sciences, Economics, Mathematics +5

Stochastic Theory of a Risk Business

Jerry G. Hunt, Hilary L. Seal · Technometrics · 1970 · 230 citations

Business, Finance, Risk Management +14

The numerical solution of non-singular linear integral equations

L. Fox, E. T. Goodwin · Philosophical Transactions of the Royal Society of London Series A Mathematical and Physical Sciences · 1953 · 188 citations

Natural Sciences, Physics, Computational Mechanics +16