Approximations to ruin probability in the presence of an upper absorbing barrier. (English) Zbl 0584.62174


62P05 Applications of statistics to actuarial sciences and financial mathematics
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[1] Beekman J. A., Transactions of the Society of Actuaries 21 pp 41– (1969)
[2] DOI: 10.1214/aoms/1177704023 · Zbl 0113.33501
[3] DOI: 10.1214/aoms/1177704970 · Zbl 0103.13302
[4] Seal H. L., Survival probabilities: The goal of risk theory (1978) · Zbl 0386.62088
[5] Segerdahl C.-O., Skandinavisk Aktuarietidskrift 3 pp 167– (1970)
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