Computation of Compound Distributions II: Discretization Errors and Richardson Extrapolation (Q3372056)
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scientific article; zbMATH DE number 5007213
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| English | Computation of Compound Distributions II: Discretization Errors and Richardson Extrapolation |
scientific article; zbMATH DE number 5007213 |
Statements
Computation of Compound Distributions II: Discretization Errors and Richardson Extrapolation (English)
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17 February 2006
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total claim size distribution
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ruin probabilities
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discretization
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acceleration of convergence
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0.8644054
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0.8597207
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0.8568009
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0.8523867
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0.8483876
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0.8472218
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