Two-Sided Bounds for the Finite Time Probability of Ruin (Q2703235)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Two-Sided Bounds for the Finite Time Probability of Ruin |
scientific article |
Statements
Two-Sided Bounds for the Finite Time Probability of Ruin (English)
0 references
1 March 2001
0 references
\(B\)-splines
0 references
Dirichlet distribution
0 references
ruin probability
0 references
risk reserve process
0 references