A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments (Q882865)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments
scientific article

    Statements

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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references