A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments (Q882865)
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English | A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments |
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A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments (English)
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24 May 2007
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ruin probability
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Volterra equation
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block-by-block method
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