On the extremes of surplus process in compound binomial model (Q4914922)
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scientific article; zbMATH DE number 6154401
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| English | On the extremes of surplus process in compound binomial model |
scientific article; zbMATH DE number 6154401 |
Statements
15 April 2013
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compound binomial model
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extremal theory
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recurrence formula
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surplus process
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0.8496137857437134
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0.7951868772506714
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0.7945207953453064
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0.7936944365501404
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