A NOTE ON THE SOLUTION OF PRACTICAL RUIN PROBLEMS

Authors
DEVYLDER F GOOVAERTS MJ
Citation
F. Devylder et Mj. Goovaerts, A NOTE ON THE SOLUTION OF PRACTICAL RUIN PROBLEMS, Insurance. Mathematics & economics, 15(2-3), 1994, pp. 181-186
Citations number
7
Categorie Soggetti
Social Sciences, Mathematical Methods",Economics,"Mathematical, Methods, Social Sciences
Journal title
Insurance. Mathematics & economics → ACNP
ISSN journal
01676687
Volume
15
Issue
2-3
Year of publication
1994
Pages
181 - 186
Database
ISI
SICI code
0167-6687(1994)15:2-3<181:ANOTSO>2.0.ZU;2-C
Abstract
An algorithm is presented in order to solve numerically all practical ruin problems mentioned by Howard Waters in his Monte Verita lecture o f 1993. Severity of ruin, interest, dividends, varying severity loadin gs, ... can be taken into account.