Cardoso, Rui M. R.; Waters, Howard R. Recursive calculation of finite time ruin probabilities under interest force. (English) Zbl 1103.60314 Insur. Math. Econ. 33, No. 3, 659-676 (2003). MSC: 60J10 60G55 65C50 91B30 PDFBibTeX XMLCite \textit{R. M. R. Cardoso} and \textit{H. R. Waters}, Insur. Math. Econ. 33, No. 3, 659--676 (2003; Zbl 1103.60314) Full Text: DOI
Cardoso, Rui M. R.; Egidio dos Reis, Alfredo D. Recursive calculation of time to ruin distributions. (English) Zbl 1074.91545 Insur. Math. Econ. 30, No. 2, 219-230 (2002). MSC: 91B30 PDFBibTeX XMLCite \textit{R. M. R. Cardoso} and \textit{A. D. Egidio dos Reis}, Insur. Math. Econ. 30, No. 2, 219--230 (2002; Zbl 1074.91545) Full Text: DOI