Computing survival probabilities based on stochastic differential models (Q464647)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing survival probabilities based on stochastic differential models |
scientific article |
Statements
Computing survival probabilities based on stochastic differential models (English)
0 references
28 October 2014
0 references
survival probability
0 references
reduced-form model
0 references
structural model
0 references
differential quadrature
0 references
PDQ
0 references
ruin probability
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
