Article citationsMore>>

Prabhu, N.U. (2012) Stochastic Storage Processes: Queues, Insurance Risk, Dams, and Data Communications (Vol. 15). Springer Science and Business Media, Berlin.

has been cited by the following article:

• TITLE: Ruin Probabilities in Finite Time

  AUTHORS: Andrew P. Leung

  KEYWORDS: Reserves, Fourier Transform, Inverse Fourier Transform, Analytic Functions, Cauchy’s Theorem

  JOURNAL NAME: Journal of Mathematical Finance, Vol.13 No.1, February 15, 2023

  ABSTRACT: This paper considers the solution of the equations for ruin probabilities in finite time. Using the Fourier Transform and certain results from the theory of complex functions, these solutions are obtained as complex integrals in a form which may be evaluated numerically by means of the inverse Fourier Transform.