Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion (Q5014499)
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scientific article; zbMATH DE number 7440702
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| English | Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion |
scientific article; zbMATH DE number 7440702 |
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Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion (English)
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8 December 2021
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renewal risk model
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credit interest
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ruin probability
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Laguerre polynomial
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approximation
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0.8189131617546082
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0.7981473207473755
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0.7933188080787659
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0.7877470850944519
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0.7772014737129211
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