A note on an asymptotic formula for the ruin probability (Q4900324)
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scientific article; zbMATH DE number 6125208
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| default for all languages | No label defined |
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| English | A note on an asymptotic formula for the ruin probability |
scientific article; zbMATH DE number 6125208 |
Statements
14 January 2013
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finite time ruin probability
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asymptotic formulas
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simulations
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0.8447831869125366
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0.8100892901420593
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0.8081492781639099
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