A logarithmic efficient estimator of the probability of ruin with recuperation for spectrally negative Lévy risk processes (Q2344885)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A logarithmic efficient estimator of the probability of ruin with recuperation for spectrally negative Lévy risk processes |
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A logarithmic efficient estimator of the probability of ruin with recuperation for spectrally negative Lévy risk processes (English)
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18 May 2015
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Esscher approximation
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exponential tilt
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Monte Carlo simulation
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importance sampling
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Legendre-Fenchel transform
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