Computing survival probabilities based on stochastic differential models (Q464647)
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scientific article; zbMATH DE number 6362053
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| English | Computing survival probabilities based on stochastic differential models |
scientific article; zbMATH DE number 6362053 |
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Computing survival probabilities based on stochastic differential models (English)
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28 October 2014
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survival probability
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reduced-form model
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structural model
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differential quadrature
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PDQ
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ruin probability
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0.7425198554992676
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0.7293350696563721
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0.7149503231048584
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0.713751494884491
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