Recursive calculation of time to ruin distributions. (Q1413314): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 17:57, 31 January 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