Calculation of finite time ruin probabilities for some risk models (Q2581776)
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scientific article; zbMATH DE number 2245232
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| English | Calculation of finite time ruin probabilities for some risk models |
scientific article; zbMATH DE number 2245232 |
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Calculation of finite time ruin probabilities for some risk models (English)
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10 January 2006
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Numerical algorithms
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Markov chains
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0.8764267563819885
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0.8507456183433533
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0.843352735042572
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0.8376805782318115
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0.8358576893806458
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