Practical approaches to the estimation of the ruin probability in a risk model with additional funds (Q341092): Difference between revisions
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Property / author: Yuliya S. Mishura / rank | |||
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Property / arXiv ID: 1503.05383 / rank | |||
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Property / cites work: Aspects of risk theory / rank | |||
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Property / cites work: Simple approximations of ruin probabilities / rank | |||
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Property / cites work: Probability Inequalities for Sums of Bounded Random Variables / rank | |||
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Latest revision as of 09:39, 30 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Practical approaches to the estimation of the ruin probability in a risk model with additional funds |
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Statements
Practical approaches to the estimation of the ruin probability in a risk model with additional funds (English)
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16 November 2016
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risk model
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survival probability
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exponential bound
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De Vylder approximation
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Monte Carlo method
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