Rate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximation (Q784454)
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scientific article; zbMATH DE number 7226847
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| English | Rate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximation |
scientific article; zbMATH DE number 7226847 |
Statements
Rate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximation (English)
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3 August 2020
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investment analysis
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probability of ruin
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Cramér-Lundberg risk process
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diffusion approximation
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approximation error
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0.93815696
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0.9169411
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0.9057757
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0.9016578
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0.8996037
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0.8989355
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0.89719963
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