Asmussen, Soren; Avram, Florin; Usabel, Miguel - International Actuarial Association / Actuarial Studies … - 2002
ERLANGIAN APPROXIMATIONS
FOR FINITE-HORIZON RUIN PROBABILITIES
BY
SOREN ASMUSSEN 1, FLORIN AVRAM 2 AND MIGUEL USABEL … expiration, extrapolation, rmite time ruin probabilities, fluid model, phase-
type distributions, semi-Markov embedding.
1 …
ERLANGIAN APPROXIMATIONS FOR FINITE-HORIZON RUIN PROBABILITIES 269
ultimately (at least for constant premiums) this type of …