A note on an asymptotic formula for the ruin probability

MaRDI QIDQ4900324zbMATH OpenFDO

Authors Raluca Vernic, Elena Băutu

Publication date 14 January 2013

zbMATH Keywords

asymptotic formulasfinite time ruin probabilitysimulations

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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(5)

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