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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scientific article; zbMATH DE number 5156971
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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 |
scientific article; zbMATH DE number 5156971 |
Statements
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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0.8516427874565125
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0.828353762626648
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0.8181442618370056
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