Approximations to ruin probability in the presence of an upper absorbing barrier (Q3707220): Difference between revisions
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| Property / cites work: The First Passage Time Density for Homogeneous Skip-free Walks on the Continuum / rank | |||
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| Property / cites work: On the Ruin Problem of Collective Risk Theory / rank | |||
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Latest revision as of 09:44, 17 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximations to ruin probability in the presence of an upper absorbing barrier |
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Approximations to ruin probability in the presence of an upper absorbing barrier (English)
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1984
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exact solutions for ruin probabilities
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absorbing upper barrier
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embedded Markov chain
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numerical approximations
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