Fourier-cosine method for ruin probabilities (Q2515094)
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scientific article; zbMATH DE number 6400718
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Fourier-cosine method for ruin probabilities |
scientific article; zbMATH DE number 6400718 |
Statements
Fourier-cosine method for ruin probabilities (English)
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11 February 2015
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Fourier-cosine method
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ruin probabilities
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Pollaczek-Khinchin formula
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Gibbs phenomena
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summation by parts
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rearrangement inequalities
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0.864634096622467
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0.8315387964248657
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0.7981106042861938
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0.7914132475852966
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0.7893233299255371
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