Approximating the density of the time to ruin via Fourier-cosine series expansion (Q4563791)
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scientific article; zbMATH DE number 6880350
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| English | Approximating the density of the time to ruin via Fourier-cosine series expansion |
scientific article; zbMATH DE number 6880350 |
Statements
APPROXIMATING THE DENSITY OF THE TIME TO RUIN VIA FOURIER-COSINE SERIES EXPANSION (English)
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4 June 2018
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density of the time to ruin
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COS
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Fourier transform
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ruin
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0.831876277923584
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0.8199583888053894
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0.8154518604278564
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0.8032025098800659
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0.7930880188941956
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