Simulation of ruin probabilities for risk processes of Markovian type (Q3148741)
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scientific article; zbMATH DE number 1803999
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| English | Simulation of ruin probabilities for risk processes of Markovian type |
scientific article; zbMATH DE number 1803999 |
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Simulation of ruin probabilities for risk processes of Markovian type (English)
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22 September 2002
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classical risk model
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Markovian structure
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copula function
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ruin probabilities
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0.9331404
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0.92955625
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0.9193126
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0.91797626
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0.9092863
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