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Lundberg Approximations for Compound Distributions with Insurance Applications. By G. E. Willmot and X. S. Lin. (Springer, 2000)

Published online by Cambridge University Press:  10 June 2011

D. C. M. Dickson
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Abstract

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Type
Reviews
Information
British Actuarial Journal , Volume 7 , Issue 4 , 01 October 2001 , pp. 690 - 691
Copyright
Copyright © Institute and Faculty of Actuaries 2001

References

Dickson, D.C.M. (1989). Recursive calculation of the probability and severity of ruin. Insurance: Mathematics & Economics, 8, 145–148.Google Scholar
Panjer, H.H. (1981). Recursive calculation of a family of compound distributions. ASTIN Bulletin, 12, 22–26.CrossRefGoogle Scholar