Calculation of confidence intervals for ruin probability in a generalized risk process (Q1860522)

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Calculation of confidence intervals for ruin probability in a generalized risk process
scientific article

    Statements

    title
    Calculation of confidence intervals for ruin probability in a generalized risk process (English)
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    author
    V. Yu. Korolev
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    Vladimir Bening
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    Andrey A. Kudryavtsev
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    publication date
    24 February 2003
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    zbMATH Keywords
    confidence interval
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    ruin probability
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    estimations
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    complexity
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    Identifiers

    zbMATH DE Number
    1873296
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