A numerical approach to ruin models with excess of loss reinsurance and reinstatements (Q3298459)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7220418
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A numerical approach to ruin models with excess of loss reinsurance and reinstatements |
scientific article; zbMATH DE number 7220418 |
Statements
A Numerical Approach to Ruin Models with Excess of Loss Reinsurance and Reinstatements * (English)
0 references
14 July 2020
0 references
reinsurance
0 references
integral operator
0 references
ruin probability
0 references
high-dimensional integration
0 references
0.9439811706542968
0 references
0.8300879597663879
0 references
0.8227955102920532
0 references
0.8115947246551514
0 references
