Approximations of the ultimate ruin probability in the classical risk model using the Banach's fixed-point theorem and the continuity of the ruin probability (Q5867196)
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scientific article; zbMATH DE number 7584156
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| English | Approximations of the ultimate ruin probability in the classical risk model using the Banach's fixed-point theorem and the continuity of the ruin probability |
scientific article; zbMATH DE number 7584156 |
Statements
Approximations of the ultimate ruin probability in the classical risk model using the Banach's fixed-point theorem and the continuity of the ruin probability (English)
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12 September 2022
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Banach's fixed-point theorem
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classical risk model
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continuity of ruin probability
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probabilistic metric
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ultimate ruin probability
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0.8358057737350464
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0.8233018517494202
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0.8175806403160095
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0.8143532872200012
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