Monte-Carlo estimate of the probability of ruin in a compound Poisson model of risk theory (Q1816024)

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Monte-Carlo estimate of the probability of ruin in a compound Poisson model of risk theory
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    Statements

    title
    Monte-Carlo estimate of the probability of ruin in a compound Poisson model of risk theory (English)
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    author
    A. N. Nakonechnyi
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    publication date
    21 November 1996
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    zbMATH Keywords
    ruin probability
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    risk process
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    Monte Carlo estimate
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    Identifiers

    DOI
    10.1007/BF02366630
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    zbMATH DE Number
    948648
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