Monte-Carlo estimate of the probability of ruin in a compound Poisson model of risk theory (Q1816024): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte-Carlo estimate of the probability of ruin in a compound Poisson model of risk theory |
scientific article |
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Monte-Carlo estimate of the probability of ruin in a compound Poisson model of risk theory (English)
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21 November 1996
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ruin probability
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risk process
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Monte Carlo estimate
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