Approximation der Ruinwahrscheinlichkeit bei diskreter Zeit mittels eines Resultats von A. Wald
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Publication:5422778
DOI10.1007/BF02857130zbMath1359.62455MaRDI QIDQ5422778
Publication date: 30 October 2007
Published in: Blätter der DGVFM (Search for Journal in Brave)
62P05: Applications of statistics to actuarial sciences and financial mathematics
Cites Work
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- The numerical calculation ofU(w, t), the probability of non-ruin in an interval (0,t)
- On Cumulative Sums of Random Variables