Title: A note on the solution of practical ruin problems
Authors: De Vylder, FE ×
Goovaerts, Marc #
Issue Date: 1994
Series Title: Insurance: Mathematics & Economics vol:15 issue:02/mrt pages:181-186
Abstract: An algorithm is presented in order to solve numerically all practical ruin problems mentioned by Howard Waters in his Monte Verita lecture of 1993. Severity of ruin, interest, dividends, varying severity loadings, . . . can be taken into account
ISSN: 0167-6687
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Research Center Insurance, Leuven
× corresponding author
# (joint) last author

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