On the distribution of the surplus prior to ruin

Recursive Evaluation of a Family of Compound Distributions

Harry H. Panjer · Astin Bulletin · 1981 · 576 citations · Full text

Business, Computer Science, Finance +16

On the Probability and Severity of Ruin

Hans U. Gerber, Marc Goovaerts, Rob Kaas · Astin Bulletin · 1987 · 182 citations · Full text

Business, Economics, Finance +9

Mathematical Fun with the Compound Binomial Process

Hans U. Gerber · Astin Bulletin · 1988 · 172 citations · Full text

Engineering, Economics, Mathematics +17

Recursive Calculation of Survival Probabilities

David Dickson, Howard R. Waters · Astin Bulletin · 1991 · 113 citations · Full text

Business, Biostatistics, Mathematics +9

Recursive calculation of finite-time ruin probabilities

F. De Vylder, Marc Goovaerts · Insurance Mathematics and Economics · 1988 · 112 citations

Natural Sciences, Computer Science, Mathematics +11