Approximatinf the density of the time ruin via fourier-cosine series expansión

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      <subfield code="a">Zhang, Zhimin</subfield>
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      <subfield code="a">Approximatinf the density of the time ruin via fourier-cosine series expansión</subfield>
      <subfield code="c">Zhimin Zhang</subfield>
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      <subfield code="a">In this paper, the density of the time to ruin is studied in the context of the classical compound Poisson risk model. Both one-dimensional and two-dimensional Fourier-cosine series expansions are used to approximate the density of the time to ruin, and the approximation errors are also obtained. Some numerical examples are also presented to show that the proposed method is very efficient.</subfield>
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      <subfield code="t">Astin bulletin</subfield>
      <subfield code="d">Belgium : ASTIN and AFIR Sections of the International Actuarial Association</subfield>
      <subfield code="x">0515-0361</subfield>
      <subfield code="g">02/01/2017 Volumen 47 Número 1 - enero 2017 , p. 169-198</subfield>
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