Padé approximants for finite time ruin probabilities (Q475654)
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scientific article; zbMATH DE number 6374493
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| default for all languages | No label defined |
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| English | Padé approximants for finite time ruin probabilities |
scientific article; zbMATH DE number 6374493 |
Statements
Padé approximants for finite time ruin probabilities (English)
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27 November 2014
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hyper-exponential
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Padé approximants
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matrix exponential representation
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ruin probabilities
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classical Cramer-Lundberg process
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0.94638777
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0.92978466
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0.92594314
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0.9183201
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0.9171951
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0.9131527
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0.91121507
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