Recursive calculation of time to ruin distributions. (Q1413314): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Recursive calculation of finite-time ruin probabilities / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Approximations to ruin probability in the presence of an upper absorbing barrier / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/s0167-6687(02)00102-6 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2097598422 / rank | |||
Normal rank | |||
Latest revision as of 11:22, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive calculation of time to ruin distributions. |
scientific article |
Statements
Recursive calculation of time to ruin distributions. (English)
0 references
16 November 2003
0 references
Probability of ruin
0 references
Time to ruin
0 references
Barrier problems
0 references
Finite time
0 references
Discrete time model
0 references
Recursive calculation
0 references
Markov chain
0 references
