Monte-Carlo estimate of the probability of ruin in a compound Poisson model of risk theory (Q1816024)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte-Carlo estimate of the probability of ruin in a compound Poisson model of risk theory |
scientific article |
Statements
Monte-Carlo estimate of the probability of ruin in a compound Poisson model of risk theory (English)
0 references
21 November 1996
0 references
ruin probability
0 references
risk process
0 references
Monte Carlo estimate
0 references
