Stochastic ruin algorithm: a new approach to data mining

MaRDI QIDQ2799854zbMATH OpenFDO

Authors Hoa Tran

Publication date 13 April 2016

Published in Congressus Numerantium (Search for Journal in Brave)

zbMATH Keywords

Brownian motionprobability of ruinrandom walkruin functionstable ratetime of ruin

Mathematics Subject Classification ID

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

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