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Three Methods to Calculate the Probability of Ruin

https://doi.org/10.2143/ast.19.1.2014916
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Outgoing claims: the papers this work cites, builds on, or argues with.

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Collective risk theory: A survey of the theory from the point of view of the theory of stochastic processes
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The numerical evaluation of the aggregate claim density function via integral equations
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An improvement to the convolution method of calculating ψ(u)
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Calculation of the probability of eventual ruin by Beekman's convolution series
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The probability and severity of ruin for combinations of exponential claim amount distributions and their translations
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A Stable Recursive Algorithm for Evaluation of Ultimate Ruin Probabilities
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Recursive Evaluation of a Family of Compound Distributions
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The ruin probability in a special case
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Calculation of Ruin Probabilities when the Claim Distribution is Lognormal
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Actuarial Mathematics
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Introduction to Stochastic Processes
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A Heuristic Review of some Ruin Theory Results
inferredcites →https://doi.org/10.2143/ast.17.2.2014970openalex-snapshot
On the Probability and Severity of Ruin
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Two Stochastic Processes.
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An Introduction to Probability Theory and Its Applications.
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Direct Calculation of Ruin Probabilities
inferredcites →https://doi.org/10.5169/seals-967083openalex-snapshot
Risk theory and the single-server queue

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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The Robust Computation and the Sensitivity Analysis of Finite-Time Ruin Probabilities and the Estimation of Risk-Based Regulatory Capital
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Ruin Probabilities and Complex Analysis
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A review of the numerical calculation of ruin probabilities by means of recursions
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An ODE Approach for the Expected Discounted Penalty at Ruin in Jump Diffusion Model (Reprint)
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Comparison of ruin probability estimates in the presence of heavy tails
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An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model
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Value at Ruin and Tail Value at Ruin of the Compound Poisson Process with Diffusion and Efficient Computational Methods
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Saddlepoint Approximations to the Probability of Ruin in Finite Time for the Compound Poisson Risk Process Perturbed by Diffusion
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The probability and severity of ruin for combinations of exponential claim amount distributions and their translations
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Rational ruin problems—a note for the teacher
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Risk theory for the compound Poisson process that is perturbed by diffusion
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The probability of ruin for the Inverse Gaussian and related processes
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Risk theory with the gamma process
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A practical algorithm for approximating the probability of ruin.
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A note on the solution of practical ruin problems
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Bounds for Ruin Probabilities in the Presence of Large Claims and their Comparison
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The Covariance Between the Surplus Prior to and at Ruin in the Classical Risk Model
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