Calculating multivariate ruin probabilities via Gaver-Stehfest inversion technique (Q1962823)
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English | Calculating multivariate ruin probabilities via Gaver-Stehfest inversion technique |
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Calculating multivariate ruin probabilities via Gaver-Stehfest inversion technique (English)
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31 January 2000
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Laplace transform
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integral equations
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numerical methods
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Gaver-Stehfest method
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