Insurance Mathematics and Economics · 1988 · 112 citations · 2 references
Natural SciencesComputer ScienceMathematicsAlgorithmsProbability TheoryStochastic ProcessesBellman EquationsMarkov ChainsMarkov ProcessesRenewal TheoryRisk TheoryProbability Of RuinStochastic RecursionValue Function Recursion
2
Recursive Evaluation of a Family of Compound Distributions
Harry H. Panjer · Astin Bulletin · 1981 · 576 citations · Full text
Business, Computer Science, Finance +16
Exemplification of Ruin Probabilities
Nils Wikstad · Astin Bulletin · 1971 · 45 citations · Full text
Business, Insurance, Risk Management +16