R/ruinprob.R

In sdprisk: Measures of Risk for the Compound Poisson Risk Process with Diffusion

ruinprob <- function(process, method = c('saddlepoint', 'fft', 'bounds', 'hypoexp', 'lundberg'), ...) {
    stopifnot(is.riskproc(process))
    switch(match.arg(method),
           saddlepoint = saddlepointRuinprob(process, ...),
           fft         = fftRuinprob(process, ...),
           bounds      = boundsRuinprob(process, ...),
           hypoexp     = hypoexpRuinprob(process),
           lundberg    = lundbergRuinprob(process, ...))
}