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- W2188202932 abstract "Shiu derives two formulas for calculating the probability of eventual ruin in a collective risk model. This paper implements one of the formulas by incorporating an algorithm to reduce round-off error due to convolution. It gives the results of the programs for some claim distributions. The usefulness of these two formulas is also discussed." @default.
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- W2188202932 date "1990-01-01" @default.
- W2188202932 modified "2023-09-27" @default.
- W2188202932 title "COMPUTING THE PROBABILITY OF EVENTUAL RUIN" @default.
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