An improved recursive solution to the ruin probability in a classical discrete risk model. Its implementation and comparison (Q3373499)
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scientific article; zbMATH DE number 5012343
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| English | An improved recursive solution to the ruin probability in a classical discrete risk model. Its implementation and comparison |
scientific article; zbMATH DE number 5012343 |
Statements
13 March 2006
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compound binominal model
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probability of ultimate ruin
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0.8450724482536316
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0.8351702094078064
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0.8349298238754272
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0.8131257891654968
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