Computing finite-time survival probabilities using multinomial approximations of risk models (Q4576904)
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scientific article; zbMATH DE number 6901682
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| English | Computing finite-time survival probabilities using multinomial approximations of risk models |
scientific article; zbMATH DE number 6901682 |
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Computing finite-time survival probabilities using multinomial approximations of risk models (English)
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11 July 2018
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finite-time survival probabilities
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lattice models
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risk models with investment income
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0.9387181
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0.91508543
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0.9087794
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0.88819957
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0.8817103
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0.87878585
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0.8740649
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