Approximation of the ruin probability with an exponential exactness (Q684529)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of the ruin probability with an exponential exactness |
scientific article |
Statements
Approximation of the ruin probability with an exponential exactness (English)
0 references
21 September 1993
0 references
See the review in Zbl 0739.60037.
0 references
ruin problem
0 references
boundary problems for random walks
0 references
ladder heights
0 references
