Numerical algorithms for the calculation of finite time ruin probabilities in generalisations of the classical risk model
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2004
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ndltd-bl.uk-oai-ethos.bl.uk-4101082015-03-19T04:10:05ZNumerical algorithms for the calculation of finite time ruin probabilities in generalisations of the classical risk modelCardoso, Rui Manuel Rodrigues2004519.2Heriot-Watt Universityhttp://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.410108http://hdl.handle.net/10399/343Electronic Thesis or Dissertation |
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topic |
519.2 |
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519.2 Cardoso, Rui Manuel Rodrigues Numerical algorithms for the calculation of finite time ruin probabilities in generalisations of the classical risk model |
author |
Cardoso, Rui Manuel Rodrigues |
author_facet |
Cardoso, Rui Manuel Rodrigues |
author_sort |
Cardoso, Rui Manuel Rodrigues |
title |
Numerical algorithms for the calculation of finite time ruin probabilities in generalisations of the classical risk model |
title_short |
Numerical algorithms for the calculation of finite time ruin probabilities in generalisations of the classical risk model |
title_full |
Numerical algorithms for the calculation of finite time ruin probabilities in generalisations of the classical risk model |
title_fullStr |
Numerical algorithms for the calculation of finite time ruin probabilities in generalisations of the classical risk model |
title_full_unstemmed |
Numerical algorithms for the calculation of finite time ruin probabilities in generalisations of the classical risk model |
title_sort |
numerical algorithms for the calculation of finite time ruin probabilities in generalisations of the classical risk model |
publisher |
Heriot-Watt University |
publishDate |
2004 |
url |
http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.410108 |
work_keys_str_mv |
AT cardosoruimanuelrodrigues numericalalgorithmsforthecalculationoffinitetimeruinprobabilitiesingeneralisationsoftheclassicalriskmodel |
_version_ |
1716736486540312576 |