Template-type: ReDIF-Paper 1.0
Author-Name: Miguel Arturo Usábel Rodrigo
Author-Workplace-Name:
 Facultad de Ciencias Económicas y Empresariales. Universidad Complutense de Madrid.
Title: Approximations for multivariate characteristics of classical risk ruin processes
Abstract: Multivariate characteristic of risk processes are of high interest to academic actuaries. In such modele the probability 
	of ruin ie obtained not only considering initial reserves u but the severity of ruin y and the surplus before ruin x. This 
	ruin probability can be expressed using an integral equation that can be efficiently solved using Gaver-Stehfest method of 
	invertig Laplace transforms.
Keywords:
 Multivariate ultimate ruin probability; Laplace transform; Integral equations; Numerical methods.
Length: 6 pages 
Creation-Date: 1998 
Number: 98-01 
X-File-Ref: http://america.sim.ucm.es/repec/ucm/ref/doctra98-01.txt
File-URL: https://eprints.ucm.es/id/eprint/27082/1/9801.pdf
File-Format: Application/pdf
Handle: RePEc:ucm:doctra:98-01