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"A polynomial expansion to approximate the ultimate ruin probability in the ..."

Pierre-Olivier Goffard, Stéphane Loisel, Denys Pommeret (2016)

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DOI: 10.1016/J.CAM.2015.06.003

access: open

type: Journal Article

metadata version: 2021-10-14

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Pierre-Olivier Goffard, Stéphane Loisel, Denys Pommeret:
A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model. J. Comput. Appl. Math. 296: 499-511 (2016)

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