Recursive calculation of time to ruin distributions. (Q1413314)
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scientific article; zbMATH DE number 2004016
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive calculation of time to ruin distributions. |
scientific article; zbMATH DE number 2004016 |
Statements
Recursive calculation of time to ruin distributions. (English)
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16 November 2003
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Probability of ruin
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Time to ruin
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Barrier problems
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Finite time
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Discrete time model
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Recursive calculation
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Markov chain
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0.8809273
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0.8725835
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0.8513356
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0.82830083
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0.8168462
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0.8120445
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0.81105876
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