Recovery of ruin probability and value at risk from the scaled Laplace transform inversion (Q1639543)
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scientific article; zbMATH DE number 6887286
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recovery of ruin probability and value at risk from the scaled Laplace transform inversion |
scientific article; zbMATH DE number 6887286 |
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Recovery of ruin probability and value at risk from the scaled Laplace transform inversion (English)
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13 June 2018
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smooth approximation of ruin probability
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rate of approximation
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scaled Laplace transform inversion
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value at risk
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tail-value at risk
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