Conjugate processes and the simulation of ruin problems (Q1063341): Difference between revisions
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Latest revision as of 08:49, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conjugate processes and the simulation of ruin problems |
scientific article |
Statements
Conjugate processes and the simulation of ruin problems (English)
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1985
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risk reserve process
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heavy traffic
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fundamental identity of sequential analysis
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periodic queues
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simulation estimates of boundary crossing probabilities
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compound Poisson risk processes
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