Year: 1991
Type: article
Abstract: In this paper we present an algorithm for the approximate calculation of finite time survival probabilities for the classical risk model. We also show how this algorithm can be applied to the calculation of infinite time survival probabilities. Numerical examples are given and the stability of the algorithms is discussed.
Source: Astin Bulletin
Authors: David C. M. Dickson, Howard R. Waters
Institution: Heriot-Watt University
Language: English
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: bronze
OpenAlex ID: W1963720766