The fast Fourier transform algorithm in ruin theory for the classical risk model (Q2895130)
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scientific article; zbMATH DE number 6051959
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| English | The fast Fourier transform algorithm in ruin theory for the classical risk model |
scientific article; zbMATH DE number 6051959 |
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2 July 2012
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classical risk model
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fast Fourier transform
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ruin probability
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ruin-time moments
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defective renewal equations
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The fast Fourier transform algorithm in ruin theory for the classical risk model (English)
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0.87900710105896
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0.8390114903450012
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0.7981106042861938
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