Pierre-Olivier Goffard, Stéphane Loisel, Denys Pommeret. A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model. J. Computational Applied Mathematics, 296:499-511, 2016. [doi]
@article{GoffardLP16,
title = {A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model},
author = {Pierre-Olivier Goffard and Stéphane Loisel and Denys Pommeret},
year = {2016},
doi = {10.1016/j.cam.2015.06.003},
url = {http://dx.doi.org/10.1016/j.cam.2015.06.003},
researchr = {https://researchr.org/publication/GoffardLP16},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {296},
pages = {499-511},
}