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Analytical Bounds for two Value-at-Risk Functionals
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 32 / Issue 2 / November 2002
- Published online by Cambridge University Press:
- 29 August 2014, pp. 235-265
- Print publication:
- November 2002
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A Stable Recursive Algorithm for Evaluation of Ultimate Ruin Probabilities
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 14 / Issue 1 / April 1984
- Published online by Cambridge University Press:
- 29 August 2014, pp. 53-59
- Print publication:
- April 1984
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