Bibliographical references

Abramowitz, M. and Stegun, I.A. (1964). Handbook of Mathematical Functions. New York, N.Y.: Dover Publications.

Bowers, N.L., Gerber, R.U., Hickman, J.C., Jones, D.A. and Nesbitt, C.J. (1986). Actuarial Mathematics. lthasca, m.: Society of Actuaries.

Delves, L.M. and Mohamed, J.L. (1985). Computational Methods for Integral Equations. Cambridge, England: Cambridge University Press.

Dickson, D.C.M. (1989). "Recursive Calculation of the Probability and Severity of Ruin." Insurance: Mathematics and Economics, 8, pp. 145-148.

Dickson, D.C.M., Egidio dos Reis, A.D. and Waters, H.R. (1995). "Some Stable Algorithms in Ruin Theory aud Their Application." Astin Bulletin 25, pp. 153-175.

Dickson, D.C.M. and Waters, R.R. (1991) "Recursive Calculation of Survival Probabilities." Astin Bulletin 21, pp. 199-221.

Gerber, R.U. (1979) An Introduction to Mathematical Risk Theory. Huebner Foundation Monograph 8. Philadelphia, Pa.: University of Pennsylvania. (Distributed by Irwin, Homewood, IL.)

Goovaerts, M. and de Vylder, F. (1984). "A Stable Recursive Algorithm for Evaluation of Ultimate Ruin Probabilities." ASTIN Bulletin, 14, pp. 53-59.

Grandell, J. (1990). Aspects of Risk Theory. Springer Verlag, New York.

Linz, P. (1985). Analytical and Numerical Methods for Volterra Equations. Philadelphia, Pa.: SIAM Studies in Applied Mathematics.

Panjer, R.R. (l986). "Direct Calculation of Ruin Probabilities." Journal of Risk and Insurance, 53, pp. 521-529.

Ramsay and Usabel: Product Integration.

Panjer, H.H. and Wang, S. (1993). "On the Stability of Recursive Formulas." ASTIN Bulletin, 23, pp. 227-258.

Ramsay, C.M. (1992a). "A Practical Algorithm for Approsimating the Probability of Ruin." Transactions of the Society of Actuaries, XLIV, 443-459.

Ramsay, C.M. (1992b). "Improviug Goovaerts' and De Vylder's Stable Recursive Algorithm. ASTIN Bulletin, 22, pp. 51-59.

Thorin, O and Wikstad, N. (1977). "Calculation of Ruin Probabilities When the Claim Distribution is Lognormal." ASTIN bulletin, 9, pp. 231-246.

Young, A. (1954). "Approximate Product Integration." Proc. Royal Soc. London, Ser. A, 224, pp. 561-573.