Calculation of Ruin Probabilities When the Claim Distribution is Lognormal

Volume
9:1-2
Page
231-246
Year
1977
Categories
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
Probability of Ruin
Actuarial Applications and Methodologies
Dynamic Risk Modeling
Solvency Analysis
Practice Areas
Risk Management
Publications
ASTIN Bulletin
Authors
Olof Thorin
Nils Wikstad