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Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 35 / Issue 1 / May 2005
- Published online by Cambridge University Press:
- 17 April 2015, pp. 131-144
- Print publication:
- May 2005
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Recursive Methods for Computing Finite-Time Ruin Probabilities for Phase-Distributed Claim Sizes
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 24 / Issue 2 / November 1994
- Published online by Cambridge University Press:
- 29 August 2014, pp. 235-254
- Print publication:
- November 1994
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