Albrecher, Hansjörg; Teugels, Jozef L.; Tichy, Robert F. On a gamma series expansion for the time-dependent probability of collective ruin. (English) Zbl 1025.62036 Insur. Math. Econ. 29, No. 3, 345-355 (2001). MSC: 62P05 62E20 91B30 PDFBibTeX XMLCite \textit{H. Albrecher} et al., Insur. Math. Econ. 29, No. 3, 345--355 (2001; Zbl 1025.62036) Full Text: DOI
Pervozvansky, A. A. jun. Equation for survival probability in a finite time interval in case of non-zero real interest force. (English) Zbl 0961.91023 Insur. Math. Econ. 23, No. 3, 287-295 (1998). MSC: 91B30 45K05 62P05 PDFBibTeX XMLCite \textit{A. A. Pervozvansky jun.}, Insur. Math. Econ. 23, No. 3, 287--295 (1998; Zbl 0961.91023) Full Text: DOI