On the evaluation of finite-time ruin probabilities in a dependent risk model (Q668925)
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scientific article; zbMATH DE number 7038417
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| English | On the evaluation of finite-time ruin probabilities in a dependent risk model |
scientific article; zbMATH DE number 7038417 |
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On the evaluation of finite-time ruin probabilities in a dependent risk model (English)
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19 March 2019
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finite time ruin probability
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dependent risk modeling
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Appell polynomials
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numerical implementation
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order statistics
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0.8521379828453064
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0.8467088341712952
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0.845569908618927
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0.8444628119468689
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