Practical approaches to the estimation of the ruin probability in a risk model with additional funds (Q341092)
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scientific article; zbMATH DE number 6653204
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| English | Practical approaches to the estimation of the ruin probability in a risk model with additional funds |
scientific article; zbMATH DE number 6653204 |
Statements
Practical approaches to the estimation of the ruin probability in a risk model with additional funds (English)
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16 November 2016
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risk model
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survival probability
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exponential bound
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De Vylder approximation
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Monte Carlo method
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0.8065667152404785
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0.806117832660675
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0.7991352677345276
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0.7986027002334595
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